+583.4%
DG vs ZBRA
+1,242.0%
-658.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +8.4% | +1.8% | +6.6% | +8.1% |
| 30D | +4.9% | -1.7% | +6.6% | +5.1% |
| 3M | +29.3% | +47.8% | -18.4% | +20.7% |
| 6M | -11.3% | +56.7% | -68.0% | -18.1% |
| YTD | +1.8% | +49.4% | -47.6% | -5.8% |
| 1Y | +25.3% | +16.5% | +8.8% | +20.3% |
| 3Y | +9.1% | +31.5% | -22.4% | -0.3% |
| 5Y | -34.9% | -38.6% | +3.7% | -33.7% |
| 10Y | +108.2% | +421.0% | -312.8% | +44.9% |
| All | +583.4% | +1,242.0% | -658.6% | +261.5% |
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