+741.1%
DECK vs ZBRA
+421.5%
+319.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | -2.2% | +1.8% | -4.0% | -2.9% |
| 30D | -13.6% | -1.7% | -11.9% | -13.1% |
| 3M | -21.2% | +47.8% | -69.0% | -33.9% |
| 6M | -21.1% | +56.7% | -77.8% | -35.7% |
| YTD | -17.2% | +49.4% | -66.6% | -31.9% |
| 1Y | -30.7% | +16.5% | -47.3% | -37.1% |
| 3Y | -3.4% | +31.5% | -34.8% | -18.5% |
| 5Y | +25.5% | -38.6% | +64.1% | +36.7% |
| All | +741.1% | +421.5% | +319.7% | +395.6% |
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