+98.2%
DG vs ZBRA
+435.2%
-337.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +1.0% |
| 7D | -6.5% | -3.4% | -3.1% | -5.9% |
| 30D | +4.2% | -7.4% | +11.6% | +5.4% |
| 3M | +9.5% | +57.5% | -48.0% | +0.7% |
| 6M | -13.1% | +64.0% | -77.1% | -20.9% |
| YTD | -4.8% | +44.3% | -49.1% | -11.8% |
| 1Y | +20.6% | +10.9% | +9.7% | +16.5% |
| 3Y | +4.9% | +37.5% | -32.6% | -6.0% |
| 5Y | -37.9% | -39.7% | +1.8% | -35.8% |
| All | +98.2% | +435.2% | -337.1% | +26.7% |
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