-49.3%
COMP vs ZBRA
-34.3%
-15.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | +13.4% | -10.9% | +24.3% | +21.9% |
| 30D | +11.1% | -16.6% | +27.7% | +24.5% |
| 3M | -18.8% | -11.6% | -7.2% | -12.9% |
| 6M | +10.5% | +40.2% | -29.7% | -18.2% |
| YTD | -3.4% | +32.6% | -36.0% | -27.2% |
| 1Y | +19.7% | +24.7% | -5.0% | -6.0% |
| 3Y | +381.6% | +56.3% | +325.3% | +163.4% |
| 5Y | -17.6% | -47.0% | +29.4% | -5.2% |
| All | -49.3% | -34.3% | -15.1% | -47.0% |
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