-61.6%
JD vs ZBRA
-45.1%
-16.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +5.2% | -2.5% | +7.7% | +6.0% |
| 30D | +4.5% | -17.0% | +21.5% | +10.6% |
| 3M | -15.4% | -15.0% | -0.4% | -11.4% |
| 6M | -6.0% | +42.2% | -48.2% | -20.0% |
| YTD | +2.2% | +32.4% | -30.2% | -11.8% |
| 1Y | -6.7% | +23.3% | -30.0% | -17.2% |
| 3Y | +20.5% | +55.9% | -35.3% | -11.4% |
| All | -61.6% | -45.1% | -16.5% | -53.7% |
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