+877.2%
DECK vs ZBRA
+402.8%
+474.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +5.8% | -10.9% | +16.6% | +10.3% |
| 30D | +7.9% | -16.6% | +24.5% | +15.2% |
| 3M | -11.4% | -11.6% | +0.2% | -7.6% |
| 6M | -16.6% | +40.2% | -56.7% | -29.2% |
| YTD | -16.4% | +32.6% | -49.0% | -28.1% |
| 1Y | +8.6% | +24.7% | -16.1% | -4.4% |
| 3Y | -15.1% | +56.3% | -71.4% | -32.9% |
| 5Y | +22.9% | -47.0% | +69.9% | +41.0% |
| All | +877.2% | +402.8% | +474.4% | +565.0% |
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 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