+54.6%
JD vs ZBRA
+346.7%
-292.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +5.2% | -2.5% | +7.7% | +6.1% |
| 30D | +4.5% | -17.0% | +21.5% | +11.1% |
| 3M | -15.4% | -15.0% | -0.4% | -11.0% |
| 6M | -6.0% | +42.2% | -48.2% | -20.5% |
| YTD | +2.2% | +32.4% | -30.2% | -12.2% |
| 1Y | -6.7% | +23.3% | -30.0% | -17.7% |
| 3Y | +20.5% | +55.9% | -35.3% | -8.6% |
| 5Y | -58.4% | -44.8% | -13.7% | -53.9% |
| 10Y | +32.5% | +371.4% | -338.9% | -37.5% |
| All | +54.6% | +346.7% | -292.1% | -27.7% |
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 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