+24,221.5%
ROP vs ZBRA
+7,832.2%
+16,389.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -2.3% |
| 7D | -5.4% | +2.6% | -8.0% | -5.9% |
| 30D | -1.6% | -6.4% | +4.7% | -0.3% |
| 3M | +18.8% | +51.3% | -32.4% | +7.6% |
| 6M | +8.2% | +60.5% | -52.3% | -3.8% |
| YTD | -10.5% | +45.2% | -55.7% | -19.0% |
| 1Y | -23.7% | +12.3% | -36.1% | -27.5% |
| 3Y | -17.9% | +37.5% | -55.4% | -27.4% |
| 5Y | -15.3% | -39.2% | +23.8% | -13.1% |
| 10Y | +133.4% | +417.0% | -283.6% | +47.9% |
| All | +24,221.5% | +7,832.2% | +16,389.4% | +11,463.7% |
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 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