+2,508.0%
ZBRA vs DVA
+5,166.5%
-2,658.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | -8.8% | -0.4% | -8.4% | -8.8% |
| 3M | +47.2% | -7.7% | +54.9% | +48.7% |
| 6M | +61.3% | +20.0% | +41.3% | +53.8% |
| YTD | +42.0% | +61.1% | -19.1% | +26.8% |
| 1Y | +10.5% | +33.9% | -23.4% | +2.3% |
| 3Y | +34.5% | +91.5% | -57.0% | +14.0% |
| 5Y | -40.3% | +41.8% | -82.1% | -47.6% |
| 10Y | +421.5% | +187.5% | +234.0% | +292.1% |
| All | +2,508.0% | +5,166.5% | -2,658.5% | +1,095.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling