-39.6%
ZBRA vs DVA
+46.8%
-86.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | +57.5% | -10.9% | +68.4% | +59.6% |
| 6M | +64.0% | +17.3% | +46.7% | +56.9% |
| YTD | +44.3% | +59.8% | -15.5% | +28.8% |
| 1Y | +10.9% | +36.3% | -25.4% | +2.4% |
| 3Y | +37.5% | +88.6% | -51.1% | +16.2% |
| All | -39.6% | +46.8% | -86.4% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling