+16,514.1%
DE vs ZBRA
+8,767.1%
+7,747.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | +11.1% | -8.8% | +19.9% | +13.4% |
| 3M | +17.6% | +47.2% | -29.6% | +7.0% |
| 6M | +13.6% | +61.3% | -47.7% | +0.8% |
| YTD | +46.3% | +42.0% | +4.3% | +32.8% |
| 1Y | +44.2% | +10.5% | +33.7% | +37.8% |
| 3Y | +76.6% | +34.5% | +42.1% | +57.6% |
| 5Y | +98.2% | -40.3% | +138.5% | +105.0% |
| 10Y | +863.5% | +421.5% | +442.0% | +520.1% |
| All | +16,514.1% | +8,767.1% | +7,747.0% | +6,188.5% |
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 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