+9,067.2%
ADP vs ZBRA
+8,231.4%
+835.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +10.6% | -14.0% | +24.6% | +13.2% |
| 3M | +12.9% | -14.7% | +27.6% | +15.6% |
| 6M | +50.6% | +31.3% | +19.3% | +42.2% |
| YTD | +23.2% | +33.4% | -10.2% | +15.2% |
| 1Y | +25.3% | +34.1% | -8.9% | +17.0% |
| 3Y | +47.1% | +59.9% | -12.8% | +29.9% |
| 5Y | +50.1% | -45.3% | +95.3% | +55.5% |
| 10Y | +323.6% | +384.4% | -60.8% | +209.3% |
| All | +9,067.2% | +8,231.4% | +835.8% | +4,702.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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