+136.2%
ZBRA vs REPL
-9.7%
+145.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -1.8% | -9.6% | +7.8% | -1.3% |
| 30D | -8.8% | +5.7% | -14.5% | -9.1% |
| 3M | +47.2% | +56.4% | -9.1% | +40.6% |
| 6M | +61.3% | +67.4% | -6.1% | +45.6% |
| YTD | +42.0% | +48.7% | -6.7% | +28.7% |
| 1Y | +10.5% | +148.3% | -137.8% | -7.6% |
| 3Y | +34.5% | -26.7% | +61.2% | +6.3% |
| 5Y | -40.3% | -54.1% | +13.9% | -51.7% |
| All | +136.2% | -9.7% | +145.9% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling