-49.1%
COMP vs ZBRA
-33.2%
-15.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.5% |
| 7D | +2.2% | -1.5% | +3.7% | +3.5% |
| 30D | +16.3% | -15.6% | +32.0% | +29.6% |
| 3M | -19.1% | -14.5% | -4.6% | -11.2% |
| 6M | +17.1% | +50.9% | -33.8% | -17.6% |
| YTD | -2.9% | +34.8% | -37.8% | -27.5% |
| 1Y | +8.8% | +28.3% | -19.5% | -16.0% |
| 3Y | +423.5% | +58.8% | +364.7% | +183.4% |
| 5Y | -10.5% | -44.0% | +33.6% | +0.7% |
| All | -49.1% | -33.2% | -15.9% | -47.3% |
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