+555.8%
ROKU vs ZBRA
+222.3%
+333.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.6% | -3.8% | +1.1% | -0.6% |
| 30D | +2.1% | -10.2% | +12.3% | +8.0% |
| 3M | +31.8% | +58.7% | -26.9% | -2.0% |
| 6M | +53.3% | +61.9% | -8.6% | +11.1% |
| YTD | +42.1% | +41.7% | +0.4% | +9.1% |
| 1Y | +62.3% | +12.4% | +50.0% | +41.4% |
| 3Y | +84.6% | +34.2% | +50.5% | +42.0% |
| 5Y | -53.1% | -40.8% | -12.3% | -46.7% |
| All | +555.8% | +222.3% | +333.5% | +613.1% |
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