+6,458.1%
ROL vs ZBRA
+8,072.8%
-1,614.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +18.5% | -17.8% | +36.3% | +22.1% |
| 3M | +4.3% | -16.0% | +20.3% | +7.1% |
| 6M | -27.7% | +31.4% | -59.2% | -31.8% |
| YTD | -35.8% | +30.9% | -66.7% | -39.9% |
| 1Y | -34.1% | +24.3% | -58.4% | -37.8% |
| 3Y | +2.9% | +54.2% | -51.2% | -9.4% |
| 5Y | +12.7% | -46.3% | +59.0% | +16.6% |
| 10Y | +212.6% | +375.2% | -162.6% | +115.1% |
| All | +6,458.1% | +8,072.8% | -1,614.7% | +3,303.0% |
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