+61,066.3%
ORCL vs ZBRA
+8,164.1%
+52,902.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -6.5% | -2.5% | -4.0% | -5.8% |
| 30D | -16.6% | -17.0% | +0.4% | -12.0% |
| 3M | -21.6% | -15.0% | -6.6% | -17.9% |
| 6M | -39.4% | +42.2% | -81.5% | -46.3% |
| YTD | -38.7% | +32.4% | -71.0% | -44.8% |
| 1Y | -50.4% | +23.3% | -73.7% | -54.5% |
| 3Y | +8.1% | +55.9% | -47.8% | -10.0% |
| 5Y | +34.5% | -44.8% | +79.3% | +46.0% |
| 10Y | +246.0% | +371.4% | -125.4% | +88.4% |
| All | +61,066.3% | +8,164.1% | +52,902.3% | +10,775.8% |
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