-15.9%
ROP vs ZBRA
-40.4%
+24.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.9% |
| 7D | -6.1% | -1.8% | -4.3% | -5.8% |
| 30D | -3.4% | -8.8% | +5.4% | -1.8% |
| 3M | +16.7% | +47.2% | -30.6% | +7.2% |
| 6M | +8.1% | +61.3% | -53.2% | -3.0% |
| YTD | -11.7% | +42.0% | -53.7% | -19.0% |
| 1Y | -24.2% | +10.5% | -34.7% | -27.0% |
| 3Y | -19.0% | +34.5% | -53.5% | -27.9% |
| 5Y | -15.9% | -40.3% | +24.4% | -5.8% |
| All | -15.9% | -40.4% | +24.5% | -5.8% |
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 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