-39.2%
ZBRA vs REPL
-53.9%
+14.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.8% |
| 7D | +2.6% | -5.7% | +8.3% | +2.7% |
| 30D | -6.4% | +22.5% | -28.8% | -6.9% |
| 3M | +51.3% | +64.7% | -13.4% | +47.2% |
| 6M | +60.5% | +83.0% | -22.5% | +51.2% |
| YTD | +45.2% | +52.0% | -6.8% | +37.7% |
| 1Y | +12.3% | +144.5% | -132.2% | +1.1% |
| 3Y | +37.5% | -25.1% | +62.6% | +21.0% |
| 5Y | -39.2% | -52.9% | +13.7% | -46.8% |
| All | -39.2% | -53.9% | +14.7% | -46.8% |
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