+1,158.8%
BP vs ZBRA
+9,227.6%
-8,068.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | +3.9% | +1.8% | +2.2% | +3.6% |
| 30D | +7.6% | -1.7% | +9.3% | +7.8% |
| 3M | +0.7% | +47.8% | -47.1% | -6.5% |
| 6M | +15.5% | +56.7% | -41.3% | +5.8% |
| YTD | +30.8% | +49.4% | -18.6% | +20.2% |
| 1Y | +34.3% | +16.5% | +17.8% | +28.0% |
| 3Y | +35.1% | +31.5% | +3.6% | +23.4% |
| 5Y | +126.8% | -38.6% | +165.4% | +129.2% |
| 10Y | +123.4% | +421.0% | -297.6% | +58.0% |
| All | +1,158.8% | +9,227.6% | -8,068.8% | +534.9% |
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