+1,249.9%
MOD vs ZBRA
+8,180.5%
-6,930.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -25.5% | -10.9% | -14.7% | -22.7% |
| 30D | -49.0% | -16.6% | -32.4% | -45.7% |
| 3M | -49.8% | -11.6% | -38.2% | -47.7% |
| 6M | -64.8% | +40.2% | -104.9% | -69.4% |
| YTD | -27.6% | +32.6% | -60.3% | -36.1% |
| 1Y | -35.2% | +24.7% | -59.9% | -41.3% |
| 3Y | +137.1% | +56.3% | +80.8% | +102.5% |
| 5Y | +760.3% | -47.0% | +807.3% | +905.8% |
| 10Y | +938.8% | +411.4% | +527.4% | +488.5% |
| All | +1,249.9% | +8,180.5% | -6,930.7% | +361.9% |
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 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