+209.9%
ON vs ZBRA
+1,324.1%
-1,114.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.2% |
| 7D | +2.4% | +1.8% | +0.7% | +1.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.5% |
| 3M | -43.6% | +47.8% | -91.3% | -56.1% |
| 6M | +19.0% | +56.7% | -37.8% | -11.3% |
| YTD | +37.4% | +49.4% | -12.0% | +3.6% |
| 1Y | +54.8% | +16.5% | +38.2% | +33.8% |
| 3Y | -25.2% | +31.5% | -56.6% | -40.5% |
| 5Y | +62.7% | -38.6% | +101.3% | +93.0% |
| 10Y | +574.3% | +421.0% | +153.4% | +154.3% |
| All | +209.9% | +1,324.1% | -1,114.1% | -49.4% |
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