+138.6%
NOK vs ZBRA
+435.2%
-296.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.3% |
| 7D | +11.0% | -3.4% | +14.4% | +12.0% |
| 30D | +7.8% | -7.4% | +15.2% | +10.1% |
| 3M | -21.0% | +57.5% | -78.5% | -31.1% |
| 6M | +40.9% | +64.0% | -23.1% | +21.2% |
| YTD | +72.0% | +44.3% | +27.7% | +51.8% |
| 1Y | +140.9% | +10.9% | +130.0% | +126.7% |
| 3Y | +194.3% | +37.5% | +156.7% | +148.2% |
| 5Y | +112.5% | -39.7% | +152.2% | +123.0% |
| All | +138.6% | +435.2% | -296.7% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling