+11.7%
BABA vs ZBRA
+382.3%
-370.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -13.8% | +0.6% | -14.4% | -13.9% |
| 30D | -15.1% | -14.0% | -1.1% | -11.2% |
| 3M | -22.7% | -14.7% | -8.1% | -19.2% |
| 6M | -34.7% | +31.3% | -66.0% | -41.7% |
| YTD | -35.0% | +33.4% | -68.5% | -42.9% |
| 1Y | -40.4% | +34.1% | -74.5% | -47.8% |
| 3Y | +21.9% | +59.9% | -38.0% | -5.2% |
| 5Y | -39.9% | -45.3% | +5.4% | -34.6% |
| All | +11.7% | +382.3% | -370.6% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling