-74.1%
OPEN vs ZBRA
+32.2%
-106.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.5% |
| 7D | -10.5% | -3.8% | -6.8% | -7.6% |
| 30D | -21.8% | -10.2% | -11.6% | -14.6% |
| 3M | -37.5% | +58.7% | -96.2% | -60.0% |
| 6M | -44.1% | +61.9% | -106.0% | -66.0% |
| YTD | -52.0% | +41.7% | -93.6% | -68.0% |
| 1Y | -52.2% | +12.4% | -64.6% | -60.4% |
| 3Y | -25.9% | +34.2% | -60.1% | -53.2% |
| 5Y | -85.1% | -40.8% | -44.3% | -80.7% |
| All | -74.1% | +32.2% | -106.2% | -77.4% |
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 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