-44.8%
COMP vs ZBRA
-26.0%
-18.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.4% |
| 7D | +1.4% | +1.8% | -0.4% | +0.3% |
| 30D | -13.3% | -1.7% | -11.6% | -12.6% |
| 3M | +41.1% | +47.8% | -6.7% | +3.9% |
| 6M | +17.2% | +56.7% | -39.6% | -18.6% |
| YTD | +5.2% | +49.4% | -44.2% | -26.1% |
| 1Y | +18.9% | +16.5% | +2.4% | -0.9% |
| 3Y | +215.9% | +31.5% | +184.5% | +112.6% |
| 5Y | -31.2% | -38.6% | +7.4% | -26.7% |
| All | -44.8% | -26.0% | -18.9% | -46.2% |
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