+2,439.3%
MAR vs ZBRA
+2,088.2%
+351.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.5% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | -6.9% | -6.4% | -0.5% | -5.2% |
| 3M | -15.8% | +51.3% | -67.1% | -26.9% |
| 6M | +1.9% | +60.5% | -58.6% | -13.6% |
| YTD | +6.6% | +45.2% | -38.6% | -7.4% |
| 1Y | +23.7% | +12.3% | +11.3% | +15.2% |
| 3Y | +64.6% | +37.5% | +27.1% | +40.6% |
| 5Y | +156.4% | -39.2% | +195.5% | +169.0% |
| 10Y | +415.4% | +417.0% | -1.6% | +180.3% |
| All | +2,439.3% | +2,088.2% | +351.1% | +732.7% |
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