-37.7%
DG vs ZBRA
-40.4%
+2.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +1.1% |
| 7D | -6.5% | -3.4% | -3.1% | -6.1% |
| 30D | +4.2% | -7.4% | +11.6% | +5.1% |
| 3M | +9.5% | +57.5% | -48.0% | +3.0% |
| 6M | -13.1% | +64.0% | -77.1% | -18.9% |
| YTD | -4.8% | +44.3% | -49.1% | -10.1% |
| 1Y | +20.6% | +10.9% | +9.7% | +17.3% |
| 3Y | +4.9% | +37.5% | -32.6% | -4.2% |
| All | -37.7% | -40.4% | +2.6% | -36.1% |
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