-61.6%
JD vs ZBRA
-40.4%
-21.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | -3.0% | -1.8% | -1.2% | -2.4% |
| 30D | -19.3% | -8.8% | -10.5% | -16.9% |
| 3M | -6.0% | +47.2% | -53.3% | -19.6% |
| 6M | +1.8% | +61.3% | -59.5% | -16.5% |
| YTD | -2.6% | +42.0% | -44.6% | -17.0% |
| 1Y | -17.4% | +10.5% | -27.9% | -23.0% |
| 3Y | -8.6% | +34.5% | -43.1% | -26.3% |
| 5Y | -61.6% | -40.3% | -21.3% | -56.3% |
| All | -61.6% | -40.4% | -21.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling