+2,088.4%
DUK vs ZBRA
+8,746.0%
-6,657.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.4% |
| 30D | -2.2% | -10.2% | +7.9% | -1.5% |
| 3M | -3.7% | +58.7% | -62.4% | -7.2% |
| 6M | -6.3% | +61.9% | -68.3% | -10.1% |
| YTD | +4.5% | +41.7% | -37.2% | +1.1% |
| 1Y | +1.8% | +12.4% | -10.5% | 0.0% |
| 3Y | +46.8% | +34.2% | +12.6% | +40.4% |
| 5Y | +40.2% | -40.8% | +81.0% | +41.2% |
| 10Y | +129.8% | +420.3% | -290.5% | +93.3% |
| All | +2,088.4% | +8,746.0% | -6,657.6% | +1,444.0% |
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