+839.4%
DECK vs ZBRA
+373.7%
+465.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +6.8% | -2.5% | +9.2% | +7.8% |
| 30D | +8.3% | -17.0% | +25.3% | +15.9% |
| 3M | -7.9% | -15.0% | +7.1% | -2.4% |
| 6M | -10.6% | +42.2% | -52.8% | -24.6% |
| YTD | -13.4% | +32.4% | -45.7% | -25.5% |
| 1Y | +12.5% | +23.3% | -10.8% | -0.6% |
| 3Y | -14.9% | +55.9% | -70.7% | -32.5% |
| 5Y | +27.5% | -44.8% | +72.2% | +44.1% |
| 10Y | +839.4% | +371.4% | +468.0% | +553.3% |
| All | +839.4% | +373.7% | +465.7% | +553.3% |
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