+270.9%
ZBH vs DTE
+946.5%
-675.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +5.8% | -6.0% | +11.9% | +8.9% |
| 6M | +2.0% | -7.2% | +9.2% | +5.2% |
| YTD | +5.8% | +7.2% | -1.4% | +1.8% |
| 1Y | -7.9% | +4.1% | -12.0% | -10.3% |
| 3Y | -19.4% | +46.9% | -66.2% | -33.9% |
| 5Y | -29.5% | +32.9% | -62.4% | -40.0% |
| 10Y | -15.5% | +144.5% | -160.0% | -47.3% |
| All | +270.9% | +946.5% | -675.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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