+54.3%
JD vs ZBRA
+404.2%
-349.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -1.7% | +1.8% | -3.4% | -2.3% |
| 30D | -13.2% | -1.7% | -11.5% | -12.8% |
| 3M | -3.2% | +47.8% | -51.0% | -18.1% |
| 6M | +15.2% | +56.7% | -41.5% | -5.5% |
| YTD | +2.0% | +49.4% | -47.4% | -15.5% |
| 1Y | -5.4% | +16.5% | -21.9% | -14.5% |
| 3Y | -9.1% | +31.5% | -40.6% | -25.4% |
| 5Y | -59.6% | -38.6% | -21.0% | -56.8% |
| 10Y | +26.2% | +421.0% | -394.7% | -42.3% |
| All | +54.3% | +404.2% | -349.9% | -30.4% |
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