-46.5%
COMP vs ZBRA
-33.3%
-13.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.7% |
| 7D | +14.5% | -9.5% | +24.1% | +22.0% |
| 30D | +14.9% | -15.6% | +30.5% | +27.9% |
| 3M | -14.2% | -13.2% | -1.0% | -6.7% |
| 6M | +23.7% | +44.5% | -20.8% | -10.3% |
| YTD | +2.1% | +34.5% | -32.5% | -23.7% |
| 1Y | +26.2% | +25.9% | +0.3% | -1.4% |
| 3Y | +470.9% | +61.3% | +409.6% | +204.1% |
| 5Y | -14.0% | -45.2% | +31.1% | -2.6% |
| All | -46.5% | -33.3% | -13.1% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling