+385.0%
ZBRA vs COO
+41.1%
+343.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -14.0% | +14.2% | -28.2% | -20.1% |
| 3M | -14.7% | -18.2% | +3.6% | -6.2% |
| 6M | +31.3% | +5.3% | +26.0% | +24.2% |
| YTD | +33.4% | -23.6% | +57.0% | +51.2% |
| 1Y | +34.1% | -12.7% | +46.8% | +40.7% |
| 3Y | +59.9% | -24.2% | +84.1% | +74.3% |
| 5Y | -45.3% | -40.0% | -5.3% | -33.0% |
| All | +385.0% | +41.1% | +343.9% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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