+66.9%
DD vs ZBRA
+435.2%
-368.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | -11.7% | -7.4% | -4.3% | -9.3% |
| 3M | -9.2% | +57.5% | -66.7% | -24.8% |
| 6M | -7.2% | +64.0% | -71.2% | -24.8% |
| YTD | +6.6% | +44.3% | -37.7% | -10.3% |
| 1Y | +32.0% | +10.9% | +21.1% | +22.0% |
| 3Y | +42.1% | +37.5% | +4.6% | +16.2% |
| 5Y | +58.1% | -39.7% | +97.7% | +70.9% |
| All | +66.9% | +435.2% | -368.4% | -0.9% |
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 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