+16.3%
BABA vs ZBRA
+325.8%
-309.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | +2.4% | -2.5% | +4.8% | +3.1% |
| 30D | -7.8% | -17.0% | +9.2% | -2.7% |
| 3M | -22.4% | -15.0% | -7.4% | -18.9% |
| 6M | -26.0% | +42.2% | -68.2% | -35.5% |
| YTD | -29.3% | +32.4% | -61.6% | -37.4% |
| 1Y | -37.5% | +23.3% | -60.8% | -43.6% |
| 3Y | +31.9% | +55.9% | -24.0% | +5.0% |
| 5Y | -33.4% | -44.8% | +11.3% | -28.2% |
| 10Y | +15.7% | +371.4% | -355.7% | -37.6% |
| All | +16.3% | +325.8% | -309.6% | -42.2% |
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