+116.7%
DAL vs ZBRA
+403.4%
-286.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +8.8% | -10.9% | +19.7% | +14.1% |
| 30D | +5.4% | -16.6% | +22.0% | +13.7% |
| 3M | -4.9% | -11.6% | +6.7% | -0.1% |
| 6M | +19.8% | +40.2% | -20.3% | -0.4% |
| YTD | +27.0% | +32.6% | -5.6% | +7.4% |
| 1Y | +52.5% | +24.7% | +27.8% | +32.5% |
| 3Y | +173.8% | +56.3% | +117.5% | +112.1% |
| 5Y | +104.5% | -47.0% | +151.5% | +137.0% |
| All | +116.7% | +403.4% | -286.7% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling