-15.7%
RMD vs ZBRA
+18.2%
-33.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -5.0% | +1.8% | -6.7% | -5.2% |
| 30D | +2.2% | -1.7% | +3.9% | +2.4% |
| 3M | +17.8% | +47.8% | -29.9% | +11.0% |
| 6M | -11.3% | +56.7% | -68.1% | -17.9% |
| YTD | -4.4% | +49.4% | -53.8% | -11.8% |
| 1Y | -15.7% | +16.5% | -32.3% | -18.0% |
| All | -15.7% | +18.2% | -33.9% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling