+13,164.2%
GOOG vs ZBRA
+523.2%
+12,641.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -7.7% | -8.8% | +1.1% | -5.0% |
| 3M | -9.3% | +47.2% | -56.5% | -21.4% |
| 6M | +7.4% | +61.3% | -53.9% | -10.2% |
| YTD | +4.9% | +42.0% | -37.2% | -9.5% |
| 1Y | +37.2% | +10.5% | +26.8% | +27.8% |
| 3Y | +141.6% | +34.5% | +107.1% | +101.4% |
| 5Y | +128.8% | -40.3% | +169.0% | +143.1% |
| 10Y | +772.7% | +421.5% | +351.2% | +342.7% |
| All | +13,164.2% | +523.2% | +12,641.0% | +4,151.4% |
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