+205.1%
ROL vs ZBRA
+425.5%
-220.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.2% | -3.8% | +0.6% | -2.6% |
| 30D | -6.6% | -10.2% | +3.6% | -4.9% |
| 3M | -27.3% | +58.7% | -86.0% | -33.6% |
| 6M | -38.1% | +61.9% | -100.0% | -43.9% |
| YTD | -41.8% | +41.7% | -83.4% | -46.3% |
| 1Y | -37.8% | +12.4% | -50.2% | -40.3% |
| 3Y | -0.3% | +34.2% | -34.5% | -11.6% |
| 5Y | -5.1% | -40.8% | +35.7% | +0.8% |
| All | +205.1% | +425.5% | -220.4% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling