-39.0%
U vs ZBRA
+41.7%
-80.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.1% |
| 7D | -3.8% | +1.8% | -5.6% | -5.1% |
| 30D | +17.5% | -1.7% | +19.1% | +18.6% |
| 3M | +38.7% | +47.8% | -9.0% | -2.6% |
| 6M | +104.4% | +56.7% | +47.7% | +33.2% |
| YTD | -5.7% | +49.4% | -55.1% | -36.7% |
| 1Y | +3.7% | +16.5% | -12.9% | -14.3% |
| 3Y | +12.3% | +31.5% | -19.1% | -22.9% |
| 5Y | -68.8% | -38.6% | -30.2% | -61.1% |
| All | -39.0% | +41.7% | -80.8% | -59.7% |
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