+291.3%
IR vs ZBRA
+266.6%
+24.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | -2.8% | +1.8% | -4.6% | -3.5% |
| 30D | -15.1% | -1.7% | -13.4% | -14.7% |
| 3M | +6.1% | +47.8% | -41.7% | -11.1% |
| 6M | -16.8% | +56.7% | -73.6% | -32.4% |
| YTD | -3.5% | +49.4% | -52.9% | -20.8% |
| 1Y | -3.5% | +16.5% | -20.0% | -12.9% |
| 3Y | +9.5% | +31.5% | -22.0% | -8.9% |
| 5Y | +45.1% | -38.6% | +83.7% | +58.8% |
| All | +291.3% | +266.6% | +24.7% | +135.6% |
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