+275.4%
ORCL vs ZBRA
+373.1%
-97.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.1% |
| 7D | +10.4% | -1.2% | +11.6% | +10.8% |
| 30D | -11.2% | -17.8% | +6.5% | -5.9% |
| 3M | -16.8% | -16.0% | -0.8% | -12.3% |
| 6M | -31.5% | +31.4% | -62.9% | -37.9% |
| YTD | -33.9% | +30.9% | -64.8% | -40.5% |
| 1Y | -43.3% | +24.3% | -67.6% | -48.2% |
| 3Y | +16.5% | +54.2% | -37.7% | -3.3% |
| 5Y | +45.4% | -46.3% | +91.7% | +61.1% |
| All | +275.4% | +373.1% | -97.7% | +144.7% |
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