+247.6%
DIA vs ZBRA
+435.2%
-187.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.5% |
| 7D | -1.6% | -3.4% | +1.9% | -0.7% |
| 30D | -2.0% | -7.4% | +5.4% | -0.2% |
| 3M | +3.6% | +57.5% | -53.9% | -9.1% |
| 6M | +11.5% | +64.0% | -52.5% | -3.9% |
| YTD | +10.4% | +44.3% | -33.9% | -2.1% |
| 1Y | +15.6% | +10.9% | +4.7% | +9.4% |
| 3Y | +58.9% | +37.5% | +21.3% | +36.5% |
| 5Y | +65.3% | -39.7% | +105.0% | +75.0% |
| All | +247.6% | +435.2% | -187.6% | +111.9% |
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 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