+423.9%
ZBRA vs DGX
+255.3%
+168.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -7.4% | -1.2% | -6.2% | -7.0% |
| 3M | +57.5% | +15.8% | +41.7% | +48.9% |
| 6M | +64.0% | +18.2% | +45.8% | +53.4% |
| YTD | +44.3% | +37.2% | +7.1% | +26.6% |
| 1Y | +10.9% | +30.4% | -19.5% | -1.0% |
| 3Y | +37.5% | +96.7% | -59.2% | +0.3% |
| 5Y | -39.7% | +67.2% | -106.8% | -53.1% |
| All | +423.9% | +255.3% | +168.5% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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