+58.5%
DD vs ZBRA
-40.9%
+99.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -2.9% | -3.8% | +0.9% | -1.7% |
| 30D | -11.5% | -10.2% | -1.3% | -8.3% |
| 3M | -5.4% | +58.7% | -64.1% | -21.2% |
| 6M | -6.9% | +61.9% | -68.8% | -23.5% |
| YTD | +6.9% | +41.7% | -34.8% | -8.7% |
| 1Y | +35.6% | +12.4% | +23.3% | +25.6% |
| 3Y | +42.5% | +34.2% | +8.4% | +17.8% |
| 5Y | +58.5% | -40.8% | +99.2% | +75.6% |
| All | +58.5% | -40.9% | +99.4% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling