+414.4%
ZBRA vs DAR
+375.1%
+39.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | -3.8% | +0.9% | -4.7% | -4.2% |
| 30D | -10.2% | +6.4% | -16.6% | -12.5% |
| 3M | +58.7% | +13.2% | +45.4% | +50.2% |
| 6M | +61.9% | +26.2% | +35.7% | +46.4% |
| YTD | +41.7% | +84.4% | -42.7% | +11.0% |
| 1Y | +12.4% | +112.0% | -99.7% | -17.0% |
| 3Y | +34.2% | +13.4% | +20.8% | +20.0% |
| 5Y | -40.8% | -6.0% | -34.7% | -45.1% |
| All | +414.4% | +375.1% | +39.3% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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