-29.8%
DIS vs ZBRA
-45.3%
+15.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.6% |
| 7D | +5.3% | -9.5% | +14.8% | +8.1% |
| 30D | +10.2% | -15.6% | +25.9% | +15.4% |
| 3M | +13.5% | -13.2% | +26.8% | +17.6% |
| 6M | +11.1% | +44.5% | -33.4% | -3.7% |
| YTD | +5.5% | +34.5% | -29.0% | -7.5% |
| 1Y | +9.1% | +25.9% | -16.8% | -2.2% |
| 3Y | +36.0% | +61.3% | -25.3% | +4.4% |
| 5Y | -29.8% | -45.2% | +15.3% | -28.5% |
| All | -29.8% | -45.3% | +15.5% | -28.5% |
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 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