+20.3%
JPM vs ZBRA
+18.2%
+2.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | -0.2% | -1.7% | +1.5% | 0.0% |
| 3M | +15.9% | +47.8% | -31.9% | +9.2% |
| 6M | +20.9% | +56.7% | -35.8% | +12.0% |
| YTD | +12.9% | +49.4% | -36.5% | +5.2% |
| 1Y | +20.3% | +16.5% | +3.8% | +12.9% |
| All | +20.3% | +18.2% | +2.1% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling