+221.2%
UPS vs ZBRA
+1,278.0%
-1,056.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.1% |
| 7D | -2.1% | +2.6% | -4.7% | -2.7% |
| 30D | -2.3% | -6.4% | +4.0% | -0.9% |
| 3M | -5.2% | +51.3% | -56.5% | -14.8% |
| 6M | +1.4% | +60.5% | -59.1% | -10.5% |
| YTD | +6.1% | +45.2% | -39.1% | -4.6% |
| 1Y | +27.0% | +12.3% | +14.6% | +20.3% |
| 3Y | -25.9% | +37.5% | -63.4% | -34.5% |
| 5Y | -34.6% | -39.2% | +4.6% | -32.4% |
| 10Y | +36.2% | +417.0% | -380.8% | -14.0% |
| All | +221.2% | +1,278.0% | -1,056.8% | +38.6% |
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