+149.9%
PR vs ZBRA
+405.3%
-255.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.6% |
| 7D | -12.4% | -9.5% | -2.8% | -9.4% |
| 30D | -6.6% | -15.6% | +9.1% | -1.2% |
| 3M | +7.5% | -13.2% | +20.7% | +12.2% |
| 6M | +10.8% | +44.5% | -33.8% | -7.1% |
| YTD | +57.0% | +34.5% | +22.5% | +32.9% |
| 1Y | +67.9% | +25.9% | +42.1% | +45.6% |
| 3Y | +87.6% | +61.3% | +26.3% | +41.3% |
| 5Y | +220.4% | -45.2% | +265.5% | +257.0% |
| 10Y | +64.8% | +386.5% | -321.7% | +7.3% |
| All | +149.9% | +405.3% | -255.4% | +61.3% |
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