+49.6%
ON vs ZBRA
-40.9%
+90.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.7% | -3.8% | -1.0% | -2.4% |
| 30D | -13.5% | -10.2% | -3.3% | -7.7% |
| 3M | -36.3% | +58.7% | -95.0% | -54.9% |
| 6M | +17.8% | +61.9% | -44.2% | -18.5% |
| YTD | +29.6% | +41.7% | -12.1% | -3.8% |
| 1Y | +45.8% | +12.4% | +33.4% | +26.5% |
| 3Y | -28.3% | +34.2% | -62.5% | -47.1% |
| 5Y | +49.6% | -40.8% | +90.4% | +123.0% |
| All | +49.6% | -40.9% | +90.5% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling