+42.1%
DD vs ZBRA
+35.9%
+6.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -3.5% | -3.4% | -0.1% | -2.5% |
| 30D | -11.7% | -7.4% | -4.3% | -9.7% |
| 3M | -9.2% | +57.5% | -66.7% | -23.0% |
| 6M | -7.2% | +64.0% | -71.2% | -22.9% |
| YTD | +6.6% | +44.3% | -37.7% | -8.4% |
| 1Y | +32.0% | +10.9% | +21.1% | +24.5% |
| 3Y | +42.1% | +37.5% | +4.6% | +14.5% |
| All | +42.1% | +35.9% | +6.2% | +14.5% |
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