+52.4%
JD vs ZBRA
+350.4%
-298.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | +4.6% | -14.0% | +18.6% | +9.8% |
| 3M | -4.7% | -14.7% | +9.9% | +0.1% |
| 6M | -17.4% | +31.3% | -48.7% | -27.7% |
| YTD | +0.7% | +33.4% | -32.7% | -13.7% |
| 1Y | -5.9% | +34.1% | -40.0% | -19.7% |
| 3Y | +18.9% | +59.9% | -41.0% | -10.7% |
| 5Y | -62.9% | -45.3% | -17.7% | -58.8% |
| 10Y | +32.5% | +384.4% | -351.9% | -38.1% |
| All | +52.4% | +350.4% | -298.0% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling