+3.6%
DG vs ZBRA
+33.4%
-29.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.3% |
| 7D | -6.3% | -3.8% | -2.5% | -6.0% |
| 30D | +2.4% | -10.2% | +12.6% | +3.2% |
| 3M | +12.4% | +58.7% | -46.3% | +8.2% |
| 6M | -14.9% | +61.9% | -76.8% | -18.3% |
| YTD | -6.1% | +41.7% | -47.7% | -9.3% |
| 1Y | +17.9% | +12.4% | +5.5% | +14.7% |
| All | +3.6% | +33.4% | -29.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling