+129.7%
ROP vs ZBRA
+435.2%
-305.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.5% |
| 7D | -4.6% | -3.4% | -1.2% | -3.8% |
| 30D | -1.7% | -7.4% | +5.7% | +0.1% |
| 3M | +17.1% | +57.5% | -40.4% | +2.9% |
| 6M | +10.9% | +64.0% | -53.1% | -4.4% |
| YTD | -12.1% | +44.3% | -56.4% | -22.0% |
| 1Y | -24.2% | +10.9% | -35.1% | -28.3% |
| 3Y | -20.4% | +37.5% | -57.9% | -32.1% |
| 5Y | -15.4% | -39.7% | +24.3% | -10.1% |
| All | +129.7% | +435.2% | -305.5% | +28.8% |
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