+105.8%
ZBH vs DG
+606.1%
-500.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | -2.8% | +8.4% | -11.2% | -4.2% |
| 30D | -0.1% | +4.9% | -5.0% | -1.0% |
| 3M | +13.4% | +29.3% | -15.9% | +8.5% |
| 6M | +3.0% | -11.3% | +14.2% | +4.6% |
| YTD | +9.7% | +1.8% | +7.9% | +8.8% |
| 1Y | -5.4% | +25.3% | -30.7% | -9.8% |
| 3Y | -15.6% | +9.1% | -24.7% | -20.0% |
| 5Y | -28.1% | -34.9% | +6.8% | -25.9% |
| 10Y | -15.2% | +108.2% | -123.4% | -31.7% |
| All | +105.8% | +606.1% | -500.3% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling