-8.7%
COMP vs ZBRA
-45.5%
+36.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +16.6% | -14.0% | +30.6% | +28.6% |
| 3M | -23.5% | -14.7% | -8.9% | -15.7% |
| 6M | +25.7% | +31.3% | -5.6% | -1.7% |
| YTD | -3.4% | +33.4% | -36.8% | -28.0% |
| 1Y | +7.6% | +34.1% | -26.5% | -20.4% |
| 3Y | +423.6% | +59.9% | +363.7% | +169.5% |
| All | -8.7% | -45.5% | +36.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling