+161.0%
DAL vs ZBRA
+58.5%
+102.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -1.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +12.8% | -14.0% | +26.9% | +20.6% |
| 3M | -5.3% | -14.7% | +9.4% | +1.5% |
| 6M | +22.4% | +31.3% | -8.9% | +2.9% |
| YTD | +25.6% | +33.4% | -7.8% | +2.8% |
| 1Y | +45.5% | +34.1% | +11.4% | +18.7% |
| 3Y | +161.0% | +59.9% | +101.0% | +100.4% |
| All | +161.0% | +58.5% | +102.4% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling