+56.2%
RIG vs ZBRA
-40.4%
+96.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -2.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.0% |
| 30D | -0.5% | -7.4% | +6.9% | +1.9% |
| 3M | -6.0% | +57.5% | -63.5% | -21.9% |
| 6M | -10.1% | +64.0% | -74.1% | -27.5% |
| YTD | +37.3% | +44.3% | -7.0% | +15.6% |
| 1Y | +73.9% | +10.9% | +63.1% | +62.6% |
| 3Y | -30.2% | +37.5% | -67.7% | -41.8% |
| All | +56.2% | -40.4% | +96.6% | +51.3% |
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 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