+20.6%
JD vs ZBRA
+57.2%
-36.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +5.2% | -2.5% | +7.7% | +5.7% |
| 30D | +4.5% | -17.0% | +21.5% | +8.3% |
| 3M | -15.4% | -15.0% | -0.4% | -12.9% |
| 6M | -6.0% | +42.2% | -48.2% | -15.6% |
| YTD | +2.2% | +32.4% | -30.2% | -7.2% |
| 1Y | -6.7% | +23.3% | -30.0% | -13.6% |
| All | +20.6% | +57.2% | -36.7% | -5.6% |
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 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