+20.2%
BABA vs ZBRA
+418.8%
-398.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | -0.2% | +2.6% | -2.7% | -1.0% |
| 30D | -12.3% | -6.4% | -5.9% | -10.6% |
| 3M | -5.3% | +51.3% | -56.6% | -18.7% |
| 6M | -13.1% | +60.5% | -73.6% | -27.3% |
| YTD | -22.4% | +45.2% | -67.6% | -33.4% |
| 1Y | -19.5% | +12.3% | -31.8% | -25.0% |
| 3Y | +32.9% | +37.5% | -4.6% | +9.8% |
| 5Y | -29.9% | -39.2% | +9.3% | -26.3% |
| All | +20.2% | +418.8% | -398.6% | -36.0% |
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