+40.9%
DUK vs ZBRA
-40.4%
+81.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.7% | -3.4% | +2.7% | -0.6% |
| 30D | -2.4% | -7.4% | +5.0% | -2.2% |
| 3M | -3.0% | +57.5% | -60.5% | -4.6% |
| 6M | -6.6% | +64.0% | -70.5% | -8.4% |
| YTD | +4.6% | +44.3% | -39.7% | +3.0% |
| 1Y | +1.2% | +10.9% | -9.6% | +0.9% |
| 3Y | +45.7% | +37.5% | +8.1% | +40.4% |
| All | +40.9% | -40.4% | +81.3% | +42.4% |
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 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