+2,623.5%
ZBRA vs BB
+266.8%
+2,356.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.2% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | -6.4% | -12.4% | +6.0% | -4.6% |
| 3M | +51.3% | -15.3% | +66.6% | +53.5% |
| 6M | +60.5% | +128.8% | -68.3% | +38.7% |
| YTD | +45.2% | +107.7% | -62.5% | +27.4% |
| 1Y | +12.3% | +103.9% | -91.5% | -1.6% |
| 3Y | +37.5% | +72.6% | -35.1% | +19.3% |
| 5Y | -39.2% | -24.3% | -14.9% | -42.0% |
| 10Y | +417.0% | +3.1% | +413.9% | +314.9% |
| All | +2,623.5% | +266.8% | +2,356.7% | +1,322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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