-52.0%
ROKU vs ZBRA
-40.4%
-11.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.6% |
| 7D | -0.4% | -3.4% | +3.0% | +1.7% |
| 30D | +2.1% | -7.4% | +9.5% | +6.8% |
| 3M | +29.5% | +57.5% | -28.0% | -8.6% |
| 6M | +53.8% | +64.0% | -10.2% | +3.5% |
| YTD | +42.8% | +44.3% | -1.5% | +2.5% |
| 1Y | +60.7% | +10.9% | +49.9% | +38.2% |
| 3Y | +83.9% | +37.5% | +46.4% | +25.7% |
| All | -52.0% | -40.4% | -11.6% | -44.4% |
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