+245.8%
QCOM vs ZBRA
+381.8%
-136.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.9% |
| 7D | +2.0% | -1.5% | +3.5% | +2.7% |
| 30D | +1.2% | -15.6% | +16.9% | +9.0% |
| 3M | +9.1% | -14.5% | +23.6% | +16.5% |
| 6M | -25.0% | +50.9% | -75.9% | -39.5% |
| YTD | +4.8% | +34.8% | -30.0% | -12.2% |
| 1Y | +3.6% | +28.3% | -24.7% | -11.2% |
| 3Y | +51.5% | +58.8% | -7.3% | +13.7% |
| 5Y | +19.7% | -44.0% | +63.8% | +37.7% |
| 10Y | +245.8% | +389.6% | -143.8% | +96.6% |
| All | +245.8% | +381.8% | -136.0% | +96.6% |
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