+8,059.3%
ADP vs ZBRA
+9,227.6%
-1,168.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -3.4% | +1.8% | -5.2% | -3.7% |
| 30D | +2.8% | -1.7% | +4.5% | +3.0% |
| 3M | +20.9% | +47.8% | -26.8% | +12.3% |
| 6M | +29.9% | +56.7% | -26.9% | +18.9% |
| YTD | +9.6% | +49.4% | -39.7% | +0.9% |
| 1Y | -5.3% | +16.5% | -21.8% | -9.5% |
| 3Y | +16.5% | +31.5% | -15.0% | +6.6% |
| 5Y | +49.4% | -38.6% | +88.0% | +52.1% |
| 10Y | +282.2% | +421.0% | -138.8% | +175.9% |
| All | +8,059.3% | +9,227.6% | -1,168.3% | +4,105.6% |
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