-99.9%
DFNS vs ZBRA
+26.1%
-126.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.5% |
| 7D | -3.3% | -3.8% | +0.4% | -3.9% |
| 30D | -73.1% | -10.2% | -62.9% | -73.6% |
| 3M | -71.4% | +58.7% | -130.1% | -68.9% |
| 6M | -93.8% | +61.9% | -155.8% | -93.3% |
| YTD | -98.0% | +41.7% | -139.7% | -97.9% |
| 1Y | -98.2% | +12.4% | -110.5% | -98.2% |
| 3Y | -99.9% | +34.2% | -134.1% | -99.9% |
| 5Y | -99.9% | -40.8% | -59.1% | -99.9% |
| All | -99.9% | +26.1% | -126.0% | -99.9% |
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