+176.5%
DLR vs ZBRA
+435.2%
-258.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.9% |
| 30D | -4.3% | -7.4% | +3.1% | -2.5% |
| 3M | +3.8% | +57.5% | -53.7% | -8.8% |
| 6M | +5.8% | +64.0% | -58.1% | -8.7% |
| YTD | +23.5% | +44.3% | -20.8% | +9.7% |
| 1Y | +11.1% | +10.9% | +0.2% | +5.4% |
| 3Y | +57.9% | +37.5% | +20.4% | +36.7% |
| 5Y | +44.0% | -39.7% | +83.6% | +47.9% |
| All | +176.5% | +435.2% | -258.8% | +83.9% |
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