+235.9%
ROIV vs ZBRA
-2.9%
+238.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +0.6% | +1.8% | -1.1% | +0.2% |
| 30D | +1.0% | -1.7% | +2.6% | +1.3% |
| 3M | +18.3% | +47.8% | -29.5% | +6.2% |
| 6M | +18.3% | +56.7% | -38.4% | +4.0% |
| YTD | +61.0% | +49.4% | +11.6% | +42.5% |
| 1Y | +177.9% | +16.5% | +161.3% | +161.1% |
| 3Y | +199.1% | +31.5% | +167.6% | +162.6% |
| 5Y | +250.7% | -38.6% | +289.3% | +213.6% |
| All | +235.9% | -2.9% | +238.8% | +194.3% |
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 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