-23.6%
RKT vs ZBRA
+23.6%
-47.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.5% |
| 7D | +6.0% | +2.6% | +3.4% | +4.8% |
| 30D | +0.7% | -6.4% | +7.0% | +3.6% |
| 3M | +11.8% | +51.3% | -39.5% | -9.1% |
| 6M | -7.6% | +60.5% | -68.1% | -27.5% |
| YTD | -28.7% | +45.2% | -73.9% | -42.0% |
| 1Y | -32.6% | +12.3% | -44.9% | -38.6% |
| 3Y | +42.1% | +37.5% | +4.6% | +9.1% |
| 5Y | -7.2% | -39.2% | +32.0% | -2.8% |
| All | -23.6% | +23.6% | -47.2% | -47.7% |
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 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