-35.5%
DOW vs ZBRA
-40.9%
+5.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -2.4% | -3.8% | +1.4% | -1.3% |
| 30D | -4.1% | -10.2% | +6.1% | -1.2% |
| 3M | -12.4% | +58.7% | -71.1% | -25.5% |
| 6M | -10.6% | +61.9% | -72.5% | -25.5% |
| YTD | +31.1% | +41.7% | -10.6% | +13.7% |
| 1Y | +30.5% | +12.4% | +18.2% | +22.6% |
| 3Y | -34.4% | +34.2% | -68.6% | -43.7% |
| 5Y | -35.5% | -40.8% | +5.3% | -35.9% |
| All | -35.5% | -40.9% | +5.4% | -35.9% |
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 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