+3,125.1%
ZBRA vs DGX
+8,631.6%
-5,506.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -3.8% | -3.5% | -0.3% | -2.9% |
| 30D | -10.2% | -2.7% | -7.5% | -9.6% |
| 3M | +58.7% | +13.9% | +44.8% | +53.0% |
| 6M | +61.9% | +16.0% | +45.9% | +55.0% |
| YTD | +41.7% | +34.9% | +6.7% | +29.7% |
| 1Y | +12.4% | +30.6% | -18.2% | +3.7% |
| 3Y | +34.2% | +93.0% | -58.8% | +9.6% |
| 5Y | -40.8% | +64.4% | -105.2% | -49.6% |
| 10Y | +420.3% | +248.1% | +172.2% | +258.7% |
| All | +3,125.1% | +8,631.6% | -5,506.5% | +1,196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling