+1,716.3%
ULTA vs ZBRA
+832.5%
+883.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -3.9% | -3.8% | -0.1% | -2.5% |
| 30D | -1.1% | -10.2% | +9.1% | +2.8% |
| 3M | +13.8% | +58.7% | -44.9% | -6.1% |
| 6M | -17.2% | +61.9% | -79.2% | -32.9% |
| YTD | -11.5% | +41.7% | -53.1% | -25.3% |
| 1Y | +3.9% | +12.4% | -8.4% | -4.9% |
| 3Y | +29.5% | +34.2% | -4.7% | +5.9% |
| 5Y | +42.9% | -40.8% | +83.7% | +54.8% |
| 10Y | +124.4% | +420.3% | -295.9% | -9.4% |
| All | +1,716.3% | +832.5% | +883.8% | +260.1% |
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