+207.2%
UMC vs ZBRA
+18.2%
+189.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.2% |
| 7D | +5.0% | +1.8% | +3.2% | +4.5% |
| 30D | +7.7% | -1.7% | +9.4% | +8.0% |
| 3M | +1.7% | +47.8% | -46.1% | -8.6% |
| 6M | +113.9% | +56.7% | +57.2% | +88.6% |
| YTD | +168.9% | +49.4% | +119.5% | +134.3% |
| 1Y | +207.2% | +16.5% | +190.7% | +174.7% |
| All | +207.2% | +18.2% | +189.0% | +174.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling