+851.5%
DE vs ZBRA
+435.2%
+416.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.9% |
| 7D | -2.6% | -3.4% | +0.8% | -1.6% |
| 30D | +9.0% | -7.4% | +16.4% | +11.5% |
| 3M | +19.1% | +57.5% | -38.4% | +2.7% |
| 6M | +14.4% | +64.0% | -49.6% | -3.4% |
| YTD | +45.9% | +44.3% | +1.7% | +27.2% |
| 1Y | +43.6% | +10.9% | +32.7% | +35.0% |
| 3Y | +75.9% | +37.5% | +38.4% | +47.8% |
| 5Y | +98.8% | -39.7% | +138.4% | +113.0% |
| All | +851.5% | +435.2% | +416.2% | +416.2% |
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