-42.0%
RIG vs ZBRA
+4,180.6%
-4,222.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -8.2% | -1.8% | -6.4% | -7.8% |
| 30D | -0.2% | -8.8% | +8.6% | +2.3% |
| 3M | -2.7% | +47.2% | -50.0% | -14.5% |
| 6M | -7.5% | +61.3% | -68.8% | -21.3% |
| YTD | +38.3% | +42.0% | -3.8% | +21.4% |
| 1Y | +81.8% | +10.5% | +71.4% | +71.0% |
| 3Y | -30.2% | +34.5% | -64.7% | -38.8% |
| 5Y | +59.9% | -40.3% | +100.2% | +70.1% |
| 10Y | -41.9% | +421.5% | -463.4% | -61.8% |
| All | -42.0% | +4,180.6% | -4,222.6% | -70.9% |
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