-17.4%
ZBH vs DRI
+353.8%
-371.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -4.7% | -3.2% | -1.4% | -3.5% |
| 30D | -4.5% | -7.8% | +3.3% | -1.7% |
| 3M | +7.6% | +0.4% | +7.2% | +7.3% |
| 6M | +0.3% | +4.8% | -4.5% | -1.9% |
| YTD | +4.5% | +16.7% | -12.2% | -2.1% |
| 1Y | -9.4% | +1.5% | -10.9% | -10.9% |
| 3Y | -21.5% | +56.3% | -77.7% | -35.8% |
| 5Y | -28.4% | +66.4% | -94.8% | -44.0% |
| All | -17.4% | +353.8% | -371.2% | -49.2% |
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