+35.0%
ZBRA vs RJF
+69.1%
-34.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | -3.8% | -4.2% | +0.4% | -0.7% |
| 30D | -10.2% | -3.6% | -6.6% | -7.9% |
| 3M | +58.7% | +15.6% | +43.0% | +41.6% |
| 6M | +61.9% | +17.6% | +44.3% | +42.3% |
| YTD | +41.7% | +9.2% | +32.5% | +31.3% |
| 1Y | +12.4% | +5.5% | +6.8% | +6.8% |
| All | +35.0% | +69.1% | -34.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling