+58.3%
DLR vs ZBRA
+33.8%
+24.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +2.9% | -1.8% | +4.7% | +3.3% |
| 30D | -1.2% | -8.8% | +7.6% | +0.6% |
| 3M | +2.9% | +47.2% | -44.3% | -6.4% |
| 6M | +6.7% | +61.3% | -54.6% | -5.7% |
| YTD | +23.9% | +42.0% | -18.1% | +12.5% |
| 1Y | +18.6% | +10.5% | +8.2% | +14.3% |
| All | +58.3% | +33.8% | +24.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling