-10.0%
DIS vs ZBRA
+10.3%
-20.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | -3.5% | -1.8% | -1.7% | -3.4% |
| 30D | +1.0% | -8.8% | +9.8% | +1.7% |
| 3M | +5.7% | +47.2% | -41.6% | +0.5% |
| 6M | +3.3% | +61.3% | -58.0% | -3.2% |
| YTD | -7.7% | +42.0% | -49.7% | -13.2% |
| 1Y | -10.0% | +10.5% | -20.4% | -12.9% |
| All | -10.0% | +10.3% | -20.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling