+27.7%
ZBRA vs DVA
+62.2%
-34.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.7% |
| 7D | -13.6% | +4.7% | -18.3% | -13.7% |
| 30D | -11.5% | +7.8% | -19.3% | -11.7% |
| 3M | -9.9% | -15.5% | +5.6% | -9.6% |
| 6M | +48.6% | +25.0% | +23.6% | +45.2% |
| YTD | +36.9% | +69.6% | -32.7% | +34.2% |
| 1Y | +27.7% | +60.6% | -32.9% | +29.4% |
| All | +27.7% | +62.2% | -34.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling