+215.4%
C vs ZBRA
+61.0%
+154.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.0% |
| 7D | -0.9% | -9.5% | +8.6% | +2.0% |
| 30D | -5.4% | -15.6% | +10.2% | -0.6% |
| 3M | -9.2% | -13.2% | +4.1% | -5.5% |
| 6M | -1.8% | +44.5% | -46.4% | -15.6% |
| YTD | +6.7% | +34.5% | -27.9% | -6.8% |
| 1Y | +23.5% | +25.9% | -2.4% | +10.6% |
| All | +215.4% | +61.0% | +154.4% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling