+1,199.8%
DD vs ZBRA
+8,965.3%
-7,765.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | -0.6% | +2.6% | -3.2% | -1.2% |
| 30D | -7.4% | -6.4% | -1.1% | -6.1% |
| 3M | -6.4% | +51.3% | -57.7% | -15.9% |
| 6M | -2.5% | +60.5% | -63.0% | -13.9% |
| YTD | +10.2% | +45.2% | -34.9% | -0.9% |
| 1Y | +36.9% | +12.3% | +24.6% | +30.1% |
| 3Y | +47.0% | +37.5% | +9.5% | +31.4% |
| 5Y | +63.1% | -39.2% | +102.3% | +70.7% |
| 10Y | +68.2% | +417.0% | -348.8% | +12.6% |
| All | +1,199.8% | +8,965.3% | -7,765.5% | +520.0% |
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