-29.5%
ZBH vs DRI
+68.4%
-97.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | -4.9% | -4.8% | -0.1% | -3.4% |
| 30D | -3.2% | -3.9% | +0.7% | -2.1% |
| 3M | +5.8% | +5.1% | +0.8% | +4.1% |
| 6M | +2.0% | +5.5% | -3.5% | -0.1% |
| YTD | +5.8% | +16.5% | -10.7% | 0.0% |
| 1Y | -7.9% | +2.0% | -9.9% | -9.4% |
| 3Y | -19.4% | +54.5% | -73.9% | -32.8% |
| 5Y | -29.5% | +66.6% | -96.1% | -44.7% |
| All | -29.5% | +68.4% | -97.9% | -44.7% |
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