+629.3%
ON vs ZBRA
+435.2%
+194.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.4% |
| 7D | +2.4% | -3.4% | +5.8% | +4.7% |
| 30D | -8.6% | -7.4% | -1.2% | -4.2% |
| 3M | -34.3% | +57.5% | -91.9% | -52.7% |
| 6M | +28.5% | +64.0% | -35.4% | -10.6% |
| YTD | +40.6% | +44.3% | -3.7% | +4.2% |
| 1Y | +55.3% | +10.9% | +44.5% | +36.1% |
| 3Y | -22.2% | +37.5% | -59.7% | -42.4% |
| 5Y | +62.4% | -39.7% | +102.0% | +97.7% |
| All | +629.3% | +435.2% | +194.1% | +225.7% |
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