+148.5%
ZBRA vs REPL
-6.0%
+154.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +1.8% | -3.0% | +4.7% | +1.9% |
| 30D | -1.7% | +27.1% | -28.8% | -3.0% |
| 3M | +47.8% | +52.4% | -4.6% | +41.3% |
| 6M | +56.7% | +107.4% | -50.7% | +39.2% |
| YTD | +49.4% | +54.7% | -5.3% | +35.1% |
| 1Y | +16.5% | +158.9% | -142.3% | -2.8% |
| 3Y | +31.5% | -23.7% | +55.2% | +3.7% |
| 5Y | -38.6% | -54.3% | +15.8% | -50.1% |
| All | +148.5% | -6.0% | +154.5% | +60.2% |
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