+2,358.3%
UL vs ZBRA
+8,965.3%
-6,607.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -1.3% | +2.6% | -3.9% | -1.6% |
| 30D | +0.9% | -6.4% | +7.3% | +1.6% |
| 3M | +14.2% | +51.3% | -37.0% | +9.0% |
| 6M | -3.2% | +60.5% | -63.7% | -8.4% |
| YTD | -0.3% | +45.2% | -45.5% | -4.9% |
| 1Y | -8.8% | +12.3% | -21.1% | -10.9% |
| 3Y | +23.9% | +37.5% | -13.6% | +16.5% |
| 5Y | +21.4% | -39.2% | +60.5% | +22.4% |
| 10Y | +66.7% | +417.0% | -350.3% | +31.6% |
| All | +2,358.3% | +8,965.3% | -6,607.0% | +1,435.6% |
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