-81.1%
PATH vs ZBRA
-33.9%
-47.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -1.7% |
| 7D | -5.6% | -14.8% | +9.2% | +3.7% |
| 30D | -0.7% | -16.6% | +15.9% | +10.6% |
| 3M | -5.9% | -12.8% | +7.0% | +1.8% |
| 6M | +21.6% | +40.8% | -19.2% | -6.4% |
| YTD | -20.6% | +32.5% | -53.1% | -38.0% |
| 1Y | -10.6% | +20.8% | -31.4% | -25.5% |
| 3Y | -24.9% | +50.1% | -75.0% | -52.4% |
| 5Y | -76.8% | -47.1% | -29.8% | -70.1% |
| All | -81.1% | -33.9% | -47.2% | -78.1% |
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