+122.0%
ZBRA vs REPL
+36.8%
+85.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +0.6% | +1.2% | -0.6% | +0.5% |
| 30D | -14.0% | +92.2% | -106.2% | -16.9% |
| 3M | -14.7% | +44.1% | -58.8% | -16.4% |
| 6M | +31.3% | +313.0% | -281.7% | +16.8% |
| YTD | +33.4% | +125.2% | -91.8% | +18.2% |
| 1Y | +34.1% | +143.8% | -109.6% | +18.0% |
| 3Y | +59.9% | +104.2% | -44.3% | +13.4% |
| 5Y | -45.3% | -34.5% | -10.7% | -56.3% |
| All | +122.0% | +36.8% | +85.2% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling