+17.9%
ZBH vs DRI
+331.7%
-313.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.3% | +1.1% | -3.3% | -2.6% |
| 30D | +12.5% | +9.7% | +2.8% | +8.9% |
| 3M | +3.9% | +3.2% | +0.8% | +2.7% |
| 6M | +25.4% | +20.6% | +4.9% | +16.6% |
| YTD | +15.7% | +28.3% | -12.5% | +4.6% |
| 1Y | +15.2% | +34.5% | -19.4% | +2.2% |
| 3Y | +0.3% | +66.5% | -66.2% | -20.1% |
| 5Y | -16.1% | +79.6% | -95.7% | -36.3% |
| All | +17.9% | +331.7% | -313.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling