+1,127.7%
RSP vs ZBRA
+1,121.1%
+6.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.9% |
| 7D | -0.8% | +1.8% | -2.5% | -1.3% |
| 30D | -0.3% | -1.7% | +1.4% | +0.1% |
| 3M | +4.3% | +47.8% | -43.5% | -9.8% |
| 6M | +8.8% | +56.7% | -47.9% | -8.4% |
| YTD | +15.3% | +49.4% | -34.1% | -2.2% |
| 1Y | +18.3% | +16.5% | +1.7% | +8.2% |
| 3Y | +52.8% | +31.5% | +21.4% | +28.7% |
| 5Y | +51.7% | -38.6% | +90.3% | +59.1% |
| 10Y | +208.5% | +421.0% | -212.5% | +40.9% |
| All | +1,127.7% | +1,121.1% | +6.7% | +188.6% |
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