-11.4%
RKT vs ZBRA
-40.4%
+28.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.9% |
| 7D | -6.3% | -3.4% | -2.8% | -4.8% |
| 30D | -6.2% | -7.4% | +1.2% | -3.0% |
| 3M | -1.9% | +57.5% | -59.4% | -22.1% |
| 6M | -13.0% | +64.0% | -77.0% | -32.8% |
| YTD | -31.9% | +44.3% | -76.2% | -44.8% |
| 1Y | -37.6% | +10.9% | -48.4% | -42.8% |
| 3Y | +36.8% | +37.5% | -0.7% | +3.3% |
| All | -11.4% | -40.4% | +28.9% | -5.7% |
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