+32.3%
DLR vs ZBRA
-45.5%
+77.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | +3.3% | +0.6% | +2.7% | +3.1% |
| 30D | +4.6% | -14.0% | +18.6% | +8.5% |
| 3M | -8.3% | -14.7% | +6.4% | -4.7% |
| 6M | -5.6% | +31.3% | -36.9% | -14.4% |
| YTD | +18.7% | +33.4% | -14.7% | +6.1% |
| 1Y | +17.1% | +34.1% | -17.0% | +4.4% |
| 3Y | +54.4% | +59.9% | -5.6% | +22.4% |
| All | +32.3% | -45.5% | +77.8% | +45.6% |
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