-74.7%
GRAB vs ZBRA
-9.9%
-64.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -12.0% | -3.8% | -8.2% | -10.7% |
| 30D | -19.5% | -10.2% | -9.3% | -16.5% |
| 3M | -8.0% | +58.7% | -66.6% | -23.5% |
| 6M | -22.2% | +61.9% | -84.1% | -36.4% |
| YTD | -39.7% | +41.7% | -81.4% | -48.5% |
| 1Y | -43.2% | +12.4% | -55.6% | -47.3% |
| 3Y | -19.1% | +34.2% | -53.3% | -34.0% |
| 5Y | -72.0% | -40.8% | -31.2% | -70.7% |
| All | -74.7% | -9.9% | -64.8% | -78.6% |
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