+1,700.7%
NOK vs ZBRA
+4,787.4%
-3,086.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | +9.3% | -1.8% | +11.1% | +9.9% |
| 30D | +17.9% | -8.8% | +26.6% | +21.1% |
| 3M | -22.3% | +47.2% | -69.5% | -31.9% |
| 6M | +36.4% | +61.3% | -24.9% | +15.6% |
| YTD | +66.3% | +42.0% | +24.3% | +45.0% |
| 1Y | +134.4% | +10.5% | +124.0% | +118.3% |
| 3Y | +186.6% | +34.5% | +152.1% | +140.9% |
| 5Y | +102.7% | -40.3% | +143.0% | +113.4% |
| 10Y | +129.8% | +421.5% | -291.7% | +11.5% |
| All | +1,700.7% | +4,787.4% | -3,086.7% | +334.0% |
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