+29,479.7%
ROP vs ZBRA
+7,190.0%
+22,289.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +28.8% | -14.0% | +42.8% | +32.7% |
| 3M | +21.1% | -14.7% | +35.7% | +24.7% |
| 6M | +52.5% | +31.3% | +21.2% | +41.7% |
| YTD | +8.9% | +33.4% | -24.6% | -0.1% |
| 1Y | +8.2% | +34.1% | -25.9% | -0.9% |
| 3Y | -5.2% | +59.9% | -65.1% | -19.0% |
| 5Y | +1.7% | -45.3% | +47.0% | +6.6% |
| 10Y | +185.4% | +384.4% | -199.1% | +82.9% |
| All | +29,479.7% | +7,190.0% | +22,289.7% | +14,173.3% |
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