+269.3%
ZBH vs DD
+367.6%
-98.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -2.4% | -7.4% | +5.0% | -0.1% |
| 3M | +8.3% | -6.4% | +14.7% | +10.2% |
| 6M | +0.7% | -2.5% | +3.1% | +0.7% |
| YTD | +5.3% | +10.2% | -4.9% | +1.1% |
| 1Y | -9.1% | +36.9% | -46.0% | -19.0% |
| 3Y | -19.7% | +47.0% | -66.7% | -31.8% |
| 5Y | -31.3% | +63.1% | -94.4% | -44.4% |
| 10Y | -18.9% | +68.2% | -87.1% | -38.8% |
| All | +269.3% | +367.6% | -98.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling