-29.2%
ZBH vs DG
-39.4%
+10.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -6.6% | -6.3% | -0.3% | -5.7% |
| 30D | -4.9% | +2.4% | -7.4% | -5.3% |
| 3M | +5.1% | +12.4% | -7.3% | +3.4% |
| 6M | +1.3% | -14.9% | +16.3% | +3.2% |
| YTD | +3.4% | -6.1% | +9.4% | +3.8% |
| 1Y | -8.7% | +17.9% | -26.5% | -11.2% |
| 3Y | -21.2% | +3.1% | -24.4% | -24.2% |
| 5Y | -29.2% | -38.7% | +9.5% | -26.0% |
| All | -29.2% | -39.4% | +10.2% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling