+1,978.9%
D vs ZBRA
+8,231.4%
-6,252.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +7.7% | -14.0% | +21.8% | +9.0% |
| 3M | -0.3% | -14.7% | +14.4% | +0.9% |
| 6M | +10.1% | +31.3% | -21.2% | +6.8% |
| YTD | +19.1% | +33.4% | -14.4% | +15.0% |
| 1Y | +15.9% | +34.1% | -18.2% | +11.9% |
| 3Y | +75.0% | +59.9% | +15.1% | +64.0% |
| 5Y | +13.4% | -45.3% | +58.6% | +14.9% |
| 10Y | +47.5% | +384.4% | -337.0% | +23.4% |
| All | +1,978.9% | +8,231.4% | -6,252.5% | +1,366.7% |
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