+12.7%
ROL vs ZBRA
-45.9%
+58.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.2% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +18.5% | -17.8% | +36.3% | +20.4% |
| 3M | +4.3% | -16.0% | +20.3% | +5.7% |
| 6M | -27.7% | +31.4% | -59.2% | -30.0% |
| YTD | -35.8% | +30.9% | -66.7% | -38.2% |
| 1Y | -34.1% | +24.3% | -58.4% | -36.2% |
| 3Y | +2.9% | +54.2% | -51.2% | -7.4% |
| 5Y | +12.7% | -46.3% | +59.0% | +31.7% |
| All | +12.7% | -45.9% | +58.6% | +31.7% |
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