+90.7%
FROG vs ZBRA
+27.1%
+63.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.3% |
| 7D | +12.5% | +0.6% | +11.9% | +12.4% |
| 30D | +23.5% | -14.0% | +37.6% | +27.2% |
| 3M | +19.4% | -14.7% | +34.0% | +23.0% |
| 6M | +77.0% | +31.3% | +45.7% | +71.3% |
| YTD | +81.9% | +33.4% | +48.4% | +73.7% |
| 1Y | +90.7% | +34.1% | +56.5% | +84.4% |
| All | +90.7% | +27.1% | +63.6% | +84.4% |
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 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