+588.9%
RVMD vs ZBRA
-40.4%
+629.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -3.0% | -3.4% | +0.4% | -1.9% |
| 30D | -0.7% | -7.4% | +6.7% | +1.6% |
| 3M | +36.5% | +57.5% | -21.0% | +15.6% |
| 6M | +104.6% | +64.0% | +40.6% | +69.7% |
| YTD | +155.8% | +44.3% | +111.5% | +118.5% |
| 1Y | +340.7% | +10.9% | +329.8% | +311.8% |
| 3Y | +519.9% | +37.5% | +482.4% | +404.5% |
| All | +588.9% | -40.4% | +629.3% | +686.3% |
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 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