+23.9%
IR vs ZBRA
+58.5%
-34.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +9.2% | -14.0% | +23.2% | +14.5% |
| 3M | +0.9% | -14.7% | +15.6% | +6.1% |
| 6M | +19.2% | +31.3% | -12.1% | +4.9% |
| YTD | +7.5% | +33.4% | -26.0% | -7.5% |
| 1Y | +11.7% | +34.1% | -22.4% | -4.0% |
| 3Y | +23.9% | +59.9% | -36.0% | +8.1% |
| All | +23.9% | +58.5% | -34.6% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling