+4,033.9%
YUM vs ZBRA
+2,407.0%
+1,627.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -5.2% | -3.8% | -1.4% | -4.5% |
| 30D | -0.1% | -10.2% | +10.1% | +1.9% |
| 3M | -4.3% | +58.7% | -63.0% | -13.2% |
| 6M | -8.7% | +61.9% | -70.6% | -17.9% |
| YTD | -3.5% | +41.7% | -45.2% | -11.4% |
| 1Y | +0.5% | +12.4% | -11.9% | -4.0% |
| 3Y | +20.5% | +34.2% | -13.7% | +7.9% |
| 5Y | +21.8% | -40.8% | +62.6% | +25.0% |
| 10Y | +176.5% | +420.3% | -243.8% | +76.7% |
| All | +4,033.9% | +2,407.0% | +1,627.0% | +1,798.9% |
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