+8,723.9%
COST vs ZBRA
+8,746.0%
-22.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | -3.8% | +1.3% | -1.9% |
| 30D | -4.4% | -10.2% | +5.8% | -2.8% |
| 3M | -8.1% | +58.7% | -66.8% | -15.6% |
| 6M | -9.2% | +61.9% | -71.2% | -17.4% |
| YTD | +5.1% | +41.7% | -36.6% | -2.5% |
| 1Y | -5.1% | +12.4% | -17.4% | -8.9% |
| 3Y | +70.4% | +34.2% | +36.2% | +54.9% |
| 5Y | +104.7% | -40.8% | +145.5% | +109.6% |
| 10Y | +608.8% | +420.3% | +188.5% | +392.5% |
| All | +8,723.9% | +8,746.0% | -22.1% | +3,390.9% |
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