-6.1%
RDW vs ZBRA
-40.4%
+34.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.4% |
| 7D | +0.9% | -3.4% | +4.3% | +2.8% |
| 30D | -21.3% | -7.4% | -13.9% | -17.8% |
| 3M | -37.9% | +57.5% | -95.4% | -53.9% |
| 6M | +12.3% | +64.0% | -51.7% | -19.4% |
| YTD | +39.7% | +44.3% | -4.6% | +5.7% |
| 1Y | +25.7% | +10.9% | +14.8% | +13.1% |
| 3Y | +230.8% | +37.5% | +193.3% | +153.9% |
| All | -6.1% | -40.4% | +34.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling