+421.5%
ZBRA vs RL
+297.6%
+123.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -0.8% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -8.8% | -17.5% | +8.7% | -1.1% |
| 3M | +47.2% | -14.0% | +61.2% | +56.5% |
| 6M | +61.3% | -2.0% | +63.3% | +60.5% |
| YTD | +42.0% | -4.6% | +46.6% | +43.1% |
| 1Y | +10.5% | +9.5% | +1.0% | +5.0% |
| 3Y | +34.5% | +200.5% | -166.0% | -16.6% |
| 5Y | -40.3% | +226.3% | -266.5% | -65.0% |
| 10Y | +421.5% | +304.8% | +116.7% | +163.9% |
| All | +421.5% | +297.6% | +123.9% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling