-16.2%
ULTA vs ZBRA
+64.3%
-80.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.2% | +1.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.5% |
| 30D | +2.8% | -7.4% | +10.2% | +4.0% |
| 3M | +14.8% | +57.5% | -42.7% | +4.0% |
| 6M | -16.2% | +64.0% | -80.2% | -26.3% |
| All | -16.2% | +64.3% | -80.6% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling