-24.2%
AR vs ZBRA
+679.6%
-703.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +2.5% | +1.8% | +0.7% | +1.9% |
| 30D | +14.8% | -1.7% | +16.5% | +15.3% |
| 3M | +6.2% | +47.8% | -41.5% | -8.7% |
| 6M | +4.3% | +56.7% | -52.5% | -13.2% |
| YTD | +14.4% | +49.4% | -35.0% | -4.4% |
| 1Y | +21.3% | +16.5% | +4.8% | +10.1% |
| 3Y | +39.8% | +31.5% | +8.4% | +17.4% |
| 5Y | +142.1% | -38.6% | +180.7% | +155.6% |
| 10Y | +52.0% | +421.0% | -368.9% | -14.6% |
| All | -24.2% | +679.6% | -703.8% | -58.9% |
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