+81.0%
FROG vs ZBRA
+18.2%
+62.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | -11.3% | +1.8% | -13.0% | -11.6% |
| 30D | +3.6% | -1.7% | +5.3% | +4.0% |
| 3M | +1.7% | +47.8% | -46.1% | -5.3% |
| 6M | +123.5% | +56.7% | +66.8% | +104.5% |
| YTD | +40.2% | +49.4% | -9.1% | +29.5% |
| 1Y | +81.0% | +16.5% | +64.4% | +77.5% |
| All | +81.0% | +18.2% | +62.8% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling