-53.2%
S vs ZBRA
-32.3%
-20.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.4% |
| 7D | -7.7% | +1.8% | -9.5% | -8.6% |
| 30D | -5.3% | -1.7% | -3.6% | -4.3% |
| 3M | +20.3% | +47.8% | -27.5% | -6.7% |
| 6M | +47.4% | +56.7% | -9.4% | +8.4% |
| YTD | +32.5% | +49.4% | -16.9% | -1.1% |
| 1Y | +9.5% | +16.5% | -7.0% | -5.1% |
| 3Y | +15.5% | +31.5% | -15.9% | -13.9% |
| 5Y | -71.2% | -38.6% | -32.6% | -55.6% |
| All | -53.2% | -32.3% | -20.9% | -31.8% |
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 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