+175.9%
ZBH vs DKS
+6,026.4%
-5,850.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -3.2% | -37.7% | +34.5% | +4.6% |
| 3M | +5.8% | -38.9% | +44.8% | +14.8% |
| 6M | +2.0% | -31.1% | +33.1% | +7.7% |
| YTD | +5.8% | -31.8% | +37.6% | +11.8% |
| 1Y | -7.9% | -38.0% | +30.1% | -1.3% |
| 3Y | -19.4% | +28.6% | -48.0% | -27.9% |
| 5Y | -29.5% | +12.5% | -42.0% | -37.7% |
| 10Y | -15.5% | +198.3% | -213.9% | -45.5% |
| All | +175.9% | +6,026.4% | -5,850.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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