+5,387.7%
O vs ZBRA
+4,498.1%
+889.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -0.7% | +1.8% | -2.5% | -1.0% |
| 30D | -1.9% | -1.7% | -0.2% | -1.7% |
| 3M | +3.8% | +47.8% | -43.9% | -3.2% |
| 6M | -4.7% | +56.7% | -61.5% | -12.3% |
| YTD | +12.5% | +49.4% | -36.9% | +3.9% |
| 1Y | +10.8% | +16.5% | -5.7% | +6.1% |
| 3Y | +28.8% | +31.5% | -2.7% | +17.8% |
| 5Y | +13.2% | -38.6% | +51.8% | +14.6% |
| 10Y | +53.5% | +421.0% | -367.5% | +7.5% |
| All | +5,387.7% | +4,498.1% | +889.6% | +2,820.8% |
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