-39.6%
ZBRA vs NYT
+38.8%
-78.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -7.4% | +4.6% | -12.0% | -9.2% |
| 3M | +57.5% | -9.6% | +67.1% | +62.7% |
| 6M | +64.0% | -14.0% | +78.0% | +72.1% |
| YTD | +44.3% | -2.8% | +47.1% | +42.4% |
| 1Y | +10.9% | +15.6% | -4.7% | +0.2% |
| 3Y | +37.5% | +56.3% | -18.8% | +3.3% |
| All | -39.6% | +38.8% | -78.4% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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