+333.1%
RCL vs ZBRA
+435.2%
-102.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.5% |
| 7D | -1.9% | -3.4% | +1.5% | -0.2% |
| 30D | -15.5% | -7.4% | -8.1% | -12.3% |
| 3M | -9.7% | +57.5% | -67.2% | -31.2% |
| 6M | -8.7% | +64.0% | -72.7% | -32.7% |
| YTD | -5.8% | +44.3% | -50.0% | -26.2% |
| 1Y | -24.5% | +10.9% | -35.3% | -32.2% |
| 3Y | +173.9% | +37.5% | +136.4% | +108.5% |
| 5Y | +228.0% | -39.7% | +267.6% | +275.3% |
| All | +333.1% | +435.2% | -102.2% | +146.4% |
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