-39.2%
ZBRA vs RBA
+44.6%
-83.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | +2.6% | -1.1% | +3.6% | +2.9% |
| 30D | -6.4% | -13.2% | +6.9% | -2.1% |
| 3M | +51.3% | -21.4% | +72.6% | +61.9% |
| 6M | +60.5% | -20.9% | +81.4% | +70.8% |
| YTD | +45.2% | -19.9% | +65.0% | +52.4% |
| 1Y | +12.3% | -28.7% | +41.0% | +23.1% |
| 3Y | +37.5% | +27.4% | +10.1% | +19.8% |
| 5Y | -39.2% | +41.7% | -80.9% | -50.3% |
| All | -39.2% | +44.6% | -83.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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