+4,826.1%
OMC vs ZBRA
+8,965.3%
-4,139.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.2% |
| 7D | -5.8% | +2.6% | -8.3% | -6.3% |
| 30D | -4.8% | -6.4% | +1.5% | -3.6% |
| 3M | +9.2% | +51.3% | -42.1% | -0.7% |
| 6M | -2.5% | +60.5% | -63.0% | -12.8% |
| YTD | +2.6% | +45.2% | -42.6% | -6.7% |
| 1Y | +5.9% | +12.3% | -6.4% | +1.3% |
| 3Y | +14.2% | +37.5% | -23.3% | +2.5% |
| 5Y | +33.2% | -39.2% | +72.4% | +37.9% |
| 10Y | +33.4% | +417.0% | -383.6% | -12.3% |
| All | +4,826.1% | +8,965.3% | -4,139.2% | +2,007.5% |
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