+3,405.5%
XOM vs ZBRA
+8,965.3%
-5,559.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +1.1% |
| 7D | -2.4% | +2.6% | -4.9% | -2.7% |
| 30D | +5.7% | -6.4% | +12.0% | +6.5% |
| 3M | +6.6% | +51.3% | -44.7% | -0.3% |
| 6M | +7.7% | +60.5% | -52.8% | -0.4% |
| YTD | +36.2% | +45.2% | -9.0% | +27.2% |
| 1Y | +50.5% | +12.3% | +38.1% | +45.3% |
| 3Y | +53.4% | +37.5% | +15.8% | +41.2% |
| 5Y | +254.2% | -39.2% | +293.4% | +257.9% |
| 10Y | +177.9% | +417.0% | -239.1% | +109.2% |
| All | +3,405.5% | +8,965.3% | -5,559.8% | +2,140.6% |
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