+1,228.2%
BP vs ZBRA
+8,231.4%
-7,003.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.6% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | -5.3% | -14.0% | +8.7% | -3.2% |
| 3M | +9.3% | -14.7% | +23.9% | +11.7% |
| 6M | +7.2% | +31.3% | -24.1% | +1.1% |
| YTD | +38.0% | +33.4% | +4.6% | +28.7% |
| 1Y | +33.2% | +34.1% | -0.9% | +24.0% |
| 3Y | +50.3% | +59.9% | -9.6% | +32.8% |
| 5Y | +114.1% | -45.3% | +159.3% | +120.1% |
| 10Y | +140.7% | +384.4% | -243.7% | +71.9% |
| All | +1,228.2% | +8,231.4% | -7,003.2% | +580.2% |
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