+28.2%
BABA vs ZBRA
+380.6%
-352.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -4.8% | +1.8% | -6.5% | -5.3% |
| 30D | -11.9% | -1.7% | -10.2% | -11.6% |
| 3M | -9.3% | +47.8% | -57.0% | -21.1% |
| 6M | -14.2% | +56.7% | -71.0% | -27.3% |
| YTD | -22.0% | +49.4% | -71.4% | -33.2% |
| 1Y | -12.7% | +16.5% | -29.3% | -19.5% |
| 3Y | +26.7% | +31.5% | -4.8% | +7.4% |
| 5Y | -29.3% | -38.6% | +9.2% | -26.2% |
| 10Y | +21.2% | +421.0% | -399.7% | -36.4% |
| All | +28.2% | +380.6% | -352.5% | -38.4% |
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