-44.0%
ZBRA vs REPL
-34.5%
-9.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.0% |
| 7D | -1.5% | +5.3% | -6.8% | -1.7% |
| 30D | -15.6% | +66.6% | -82.3% | -16.9% |
| 3M | -14.5% | +59.6% | -74.1% | -15.7% |
| 6M | +50.9% | +482.4% | -431.4% | +39.6% |
| YTD | +34.8% | +124.1% | -89.2% | +26.5% |
| 1Y | +28.3% | +138.6% | -110.2% | +20.0% |
| 3Y | +58.8% | +96.0% | -37.2% | +24.7% |
| 5Y | -44.0% | -35.4% | -8.6% | -50.0% |
| All | -44.0% | -34.5% | -9.5% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling