+385.0%
ZBRA vs ALLY
+174.3%
+210.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -14.0% | +5.2% | -19.3% | -16.0% |
| 3M | -14.7% | -13.3% | -1.3% | -9.1% |
| 6M | +31.3% | -6.7% | +38.0% | +35.3% |
| YTD | +33.4% | -12.8% | +46.3% | +41.4% |
| 1Y | +34.1% | +0.7% | +33.4% | +33.2% |
| 3Y | +59.9% | +65.2% | -5.3% | +27.6% |
| 5Y | -45.3% | -10.1% | -35.1% | -46.3% |
| All | +385.0% | +174.3% | +210.7% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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