+10,439.2%
JPM vs ZBRA
+8,965.3%
+1,473.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.7% |
| 7D | -0.4% | +2.6% | -3.0% | -1.1% |
| 30D | -1.1% | -6.4% | +5.2% | +0.5% |
| 3M | +14.1% | +51.3% | -37.1% | +0.7% |
| 6M | +23.3% | +60.5% | -37.2% | +6.5% |
| YTD | +11.3% | +45.2% | -33.9% | -1.7% |
| 1Y | +23.0% | +12.3% | +10.7% | +15.6% |
| 3Y | +162.6% | +37.5% | +125.0% | +127.2% |
| 5Y | +152.8% | -39.2% | +191.9% | +162.3% |
| 10Y | +583.6% | +417.0% | +166.6% | +288.4% |
| All | +10,439.2% | +8,965.3% | +1,473.9% | +2,896.7% |
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