-99.9%
DFNS vs ZBRA
-40.4%
-59.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.9% |
| 7D | +4.6% | -1.8% | +6.4% | +4.3% |
| 30D | -73.9% | -8.8% | -65.1% | -74.3% |
| 3M | -71.7% | +47.2% | -118.9% | -69.5% |
| 6M | -94.6% | +61.3% | -155.9% | -94.0% |
| YTD | -98.1% | +42.0% | -140.1% | -98.0% |
| 1Y | -98.3% | +10.5% | -108.8% | -98.4% |
| 3Y | -99.9% | +34.5% | -134.4% | -99.9% |
| 5Y | -99.9% | -40.3% | -59.6% | -99.9% |
| All | -99.9% | -40.4% | -59.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling