-16.0%
JD vs ZBRA
+10.3%
-26.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.6% | -3.8% | +1.2% | -2.2% |
| 30D | -15.4% | -10.2% | -5.2% | -14.3% |
| 3M | -5.0% | +58.7% | -63.7% | -11.8% |
| 6M | +0.9% | +61.9% | -61.0% | -7.3% |
| YTD | -2.5% | +41.7% | -44.2% | -8.8% |
| 1Y | -16.0% | +12.4% | -28.4% | -19.1% |
| All | -16.0% | +10.3% | -26.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling