+3,343.2%
NKE vs ZBRA
+8,746.0%
-5,402.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -3.8% | -1.8% | -4.8% |
| 30D | -10.4% | -10.2% | -0.2% | -8.5% |
| 3M | -15.8% | +58.7% | -74.5% | -24.3% |
| 6M | -33.4% | +61.9% | -95.3% | -40.6% |
| YTD | -41.0% | +41.7% | -82.7% | -46.1% |
| 1Y | -49.1% | +12.4% | -61.4% | -51.4% |
| 3Y | -59.8% | +34.2% | -94.0% | -63.5% |
| 5Y | -75.5% | -40.8% | -34.7% | -74.4% |
| 10Y | -23.5% | +420.3% | -443.7% | -46.1% |
| All | +3,343.2% | +8,746.0% | -5,402.8% | +1,500.6% |
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