+8,592.8%
ZBRA vs RGEN
+1,103.8%
+7,489.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +2.6% | -0.9% | +3.4% | +2.6% |
| 30D | -6.4% | +2.8% | -9.2% | -6.6% |
| 3M | +51.3% | +34.5% | +16.8% | +47.9% |
| 6M | +60.5% | +40.5% | +20.0% | +56.2% |
| YTD | +45.2% | +2.8% | +42.3% | +44.3% |
| 1Y | +12.3% | +39.6% | -27.3% | +9.3% |
| 3Y | +37.5% | +4.4% | +33.1% | +35.4% |
| 5Y | -39.2% | -42.8% | +3.6% | -38.5% |
| 10Y | +417.0% | +406.7% | +10.3% | +365.2% |
| All | +8,592.8% | +1,103.8% | +7,489.0% | +6,263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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