+99.6%
DE vs ZBRA
-40.4%
+140.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.7% |
| 7D | -2.6% | -3.4% | +0.8% | -1.8% |
| 30D | +9.0% | -7.4% | +16.4% | +10.8% |
| 3M | +19.1% | +57.5% | -38.4% | +6.7% |
| 6M | +14.4% | +64.0% | -49.6% | +1.0% |
| YTD | +45.9% | +44.3% | +1.7% | +32.0% |
| 1Y | +43.6% | +10.9% | +32.7% | +37.6% |
| 3Y | +75.9% | +37.5% | +38.4% | +55.6% |
| All | +99.6% | -40.4% | +140.0% | +109.0% |
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 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