+423.9%
ZBRA vs COO
+17.0%
+406.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | -3.4% | -22.5% | +19.1% | +9.7% |
| 30D | -7.4% | -29.7% | +22.3% | +10.8% |
| 3M | +57.5% | -20.1% | +77.7% | +75.4% |
| 6M | +64.0% | -26.9% | +90.9% | +90.7% |
| YTD | +44.3% | -34.2% | +78.5% | +77.8% |
| 1Y | +10.9% | -21.3% | +32.1% | +23.2% |
| 3Y | +37.5% | -38.7% | +76.2% | +68.8% |
| 5Y | -39.7% | -52.2% | +12.6% | -16.4% |
| All | +423.9% | +17.0% | +406.9% | +375.1% |
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