-99.9%
DFNS vs ZBRA
+33.0%
-132.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.8% |
| 7D | -16.0% | +1.8% | -17.8% | -15.8% |
| 30D | -77.7% | -1.7% | -76.0% | -77.8% |
| 3M | -77.2% | +47.8% | -124.9% | -75.6% |
| 6M | -95.2% | +56.7% | -151.9% | -94.8% |
| YTD | -98.0% | +49.4% | -147.4% | -97.8% |
| 1Y | -98.3% | +16.5% | -114.8% | -98.3% |
| 3Y | -99.9% | +31.5% | -131.3% | -99.9% |
| 5Y | -99.9% | -38.6% | -61.3% | -99.9% |
| All | -99.9% | +33.0% | -132.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling