+645.5%
SLB vs ZBRA
+9,227.6%
-8,582.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +0.8% | +1.8% | -0.9% | +0.4% |
| 30D | +15.8% | -1.7% | +17.5% | +16.2% |
| 3M | -0.3% | +47.8% | -48.1% | -9.8% |
| 6M | +21.3% | +56.7% | -35.4% | +7.9% |
| YTD | +52.3% | +49.4% | +2.9% | +36.3% |
| 1Y | +63.6% | +16.5% | +47.1% | +54.2% |
| 3Y | +3.8% | +31.5% | -27.7% | -6.7% |
| 5Y | +128.6% | -38.6% | +167.2% | +135.7% |
| 10Y | -3.1% | +421.0% | -424.0% | -36.4% |
| All | +645.5% | +9,227.6% | -8,582.1% | +233.9% |
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