-20.5%
ZBH vs DG
+4.6%
-25.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | -4.9% | -4.8% | -0.1% | -4.3% |
| 30D | -3.2% | +1.8% | -5.0% | -3.5% |
| 3M | +5.8% | +14.5% | -8.6% | +4.1% |
| 6M | +2.0% | -13.6% | +15.5% | +3.2% |
| YTD | +5.8% | -4.8% | +10.6% | +5.9% |
| 1Y | -7.9% | +21.6% | -29.5% | -10.2% |
| All | -20.5% | +4.6% | -25.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling