-15.0%
ZBH vs DRI
+78.5%
-93.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +13.6% | +10.8% | +2.7% | +10.1% |
| 3M | +7.1% | +0.9% | +6.2% | +6.7% |
| 6M | +26.1% | +16.3% | +9.8% | +19.9% |
| YTD | +17.2% | +27.8% | -10.6% | +7.7% |
| 1Y | +17.4% | +33.9% | -16.5% | +6.2% |
| 3Y | +2.0% | +67.2% | -65.2% | -16.9% |
| 5Y | -15.0% | +79.0% | -93.9% | -34.0% |
| All | -15.0% | +78.5% | -93.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling