-39.6%
ZBRA vs DTE
+30.3%
-69.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.3% |
| 7D | -3.4% | -2.6% | -0.8% | -2.5% |
| 30D | -7.4% | -4.4% | -3.0% | -5.9% |
| 3M | +57.5% | -8.3% | +65.8% | +62.2% |
| 6M | +64.0% | -8.1% | +72.1% | +68.2% |
| YTD | +44.3% | +4.4% | +39.9% | +39.8% |
| 1Y | +10.9% | +0.2% | +10.7% | +9.3% |
| 3Y | +37.5% | +42.6% | -5.1% | +12.0% |
| All | -39.6% | +30.3% | -69.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling