-47.8%
S vs ZBRA
-39.5%
-8.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.5% |
| 7D | +2.0% | +0.6% | +1.4% | +1.7% |
| 30D | -2.7% | -14.0% | +11.3% | +5.8% |
| 3M | -6.9% | -14.7% | +7.8% | +1.7% |
| 6M | +38.1% | +31.3% | +6.8% | +14.1% |
| YTD | +48.0% | +33.4% | +14.6% | +17.5% |
| 1Y | +34.5% | +34.1% | +0.3% | +6.2% |
| 3Y | +38.3% | +59.9% | -21.6% | -13.0% |
| 5Y | -70.9% | -45.3% | -25.6% | -52.9% |
| All | -47.8% | -39.5% | -8.2% | -19.0% |
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