-10.4%
DOW vs ZBRA
+65.5%
-75.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +1.5% |
| 7D | -2.9% | +2.6% | -5.5% | -3.9% |
| 30D | +2.0% | -6.4% | +8.3% | +4.4% |
| 3M | -12.5% | +51.3% | -63.8% | -28.0% |
| 6M | -9.2% | +60.5% | -69.7% | -28.2% |
| YTD | +30.8% | +45.2% | -14.4% | +7.1% |
| 1Y | +29.4% | +12.3% | +17.1% | +18.2% |
| 3Y | -34.6% | +37.5% | -72.1% | -47.8% |
| 5Y | -35.9% | -39.2% | +3.2% | -28.3% |
| All | -10.4% | +65.5% | -75.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling