+37.5%
ZBRA vs DGX
+96.4%
-58.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -7.4% | -1.2% | -6.2% | -7.3% |
| 3M | +57.5% | +15.8% | +41.7% | +55.8% |
| 6M | +64.0% | +18.2% | +45.8% | +61.9% |
| YTD | +44.3% | +37.2% | +7.1% | +40.0% |
| 1Y | +10.9% | +30.4% | -19.5% | +8.2% |
| 3Y | +37.5% | +96.7% | -59.2% | +25.1% |
| All | +37.5% | +96.4% | -58.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling