+192.9%
XOM vs ZBRA
+435.2%
-242.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.1% |
| 7D | +4.1% | -3.4% | +7.5% | +4.7% |
| 30D | +4.6% | -7.4% | +12.0% | +6.0% |
| 3M | +14.0% | +57.5% | -43.6% | +2.7% |
| 6M | +11.0% | +64.0% | -53.0% | -1.6% |
| YTD | +40.7% | +44.3% | -3.6% | +27.3% |
| 1Y | +52.3% | +10.9% | +41.4% | +45.7% |
| 3Y | +60.5% | +37.5% | +22.9% | +40.2% |
| 5Y | +266.4% | -39.7% | +306.1% | +284.1% |
| All | +192.9% | +435.2% | -242.3% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling