+16.4%
JD vs ZBRA
+425.5%
-409.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.6% | -3.8% | +1.2% | -1.2% |
| 30D | -15.4% | -10.2% | -5.2% | -12.1% |
| 3M | -5.0% | +58.7% | -63.7% | -22.0% |
| 6M | +0.9% | +61.9% | -61.0% | -18.6% |
| YTD | -2.5% | +41.7% | -44.2% | -18.0% |
| 1Y | -16.0% | +12.4% | -28.4% | -23.2% |
| 3Y | -8.5% | +34.2% | -42.7% | -26.4% |
| 5Y | -61.8% | -40.8% | -21.0% | -58.2% |
| All | +16.4% | +425.5% | -409.2% | -51.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling