-41.5%
DIS vs ZBRA
-39.4%
-2.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.6% |
| 7D | -1.1% | +2.6% | -3.7% | -1.8% |
| 30D | +0.1% | -6.4% | +6.5% | +1.9% |
| 3M | +7.1% | +51.3% | -44.2% | -7.3% |
| 6M | +4.3% | +60.5% | -56.2% | -12.1% |
| YTD | -6.9% | +45.2% | -52.1% | -19.8% |
| 1Y | -10.3% | +12.3% | -22.7% | -16.1% |
| 3Y | +32.8% | +37.5% | -4.7% | +9.8% |
| 5Y | -41.5% | -39.2% | -2.3% | -39.1% |
| All | -41.5% | -39.4% | -2.0% | -39.1% |
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