+22.3%
DBX vs ZBRA
+161.5%
-139.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | -0.5% | -1.7% | +1.2% | 0.0% |
| 3M | +28.1% | +47.8% | -19.7% | +10.3% |
| 6M | +33.1% | +56.7% | -23.7% | +11.3% |
| YTD | +25.3% | +49.4% | -24.1% | +5.8% |
| 1Y | +18.3% | +16.5% | +1.8% | +8.4% |
| 3Y | +25.0% | +31.5% | -6.4% | +4.2% |
| 5Y | +7.5% | -38.6% | +46.1% | +17.3% |
| All | +22.3% | +161.5% | -139.3% | -37.6% |
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