+35.5%
ORCL vs ZBRA
-45.3%
+80.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.7% |
| 7D | +0.5% | -9.5% | +10.0% | +3.3% |
| 30D | -15.3% | -15.6% | +0.3% | -11.0% |
| 3M | -18.2% | -13.2% | -5.0% | -14.8% |
| 6M | -38.4% | +44.5% | -83.0% | -46.0% |
| YTD | -37.7% | +34.5% | -72.3% | -44.4% |
| 1Y | -49.3% | +25.9% | -75.1% | -53.8% |
| 3Y | +10.6% | +61.3% | -50.7% | -9.1% |
| 5Y | +35.5% | -45.2% | +80.7% | +77.2% |
| All | +35.5% | -45.3% | +80.8% | +77.2% |
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