-12.1%
DOW vs ZBRA
+64.5%
-76.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.8% |
| 7D | -1.4% | -3.4% | +2.0% | -0.1% |
| 30D | -3.9% | -7.4% | +3.5% | -1.3% |
| 3M | -12.7% | +57.5% | -70.2% | -29.2% |
| 6M | -13.7% | +64.0% | -77.7% | -32.4% |
| YTD | +28.4% | +44.3% | -15.9% | +5.3% |
| 1Y | +21.8% | +10.9% | +10.9% | +11.7% |
| 3Y | -35.7% | +37.5% | -73.2% | -48.7% |
| 5Y | -36.8% | -39.7% | +2.8% | -29.1% |
| All | -12.1% | +64.5% | -76.5% | -52.2% |
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