+375.7%
ZBRA vs RL
+342.1%
+33.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -1.2% | +2.4% | -3.5% | -2.2% |
| 30D | -17.8% | +4.6% | -22.3% | -19.5% |
| 3M | -16.0% | -1.1% | -14.9% | -16.0% |
| 6M | +31.4% | +16.5% | +14.9% | +21.4% |
| YTD | +30.9% | +11.4% | +19.5% | +22.9% |
| 1Y | +24.3% | +16.1% | +8.2% | +14.6% |
| 3Y | +54.2% | +252.6% | -198.5% | -11.0% |
| 5Y | -46.3% | +244.9% | -291.2% | -69.4% |
| All | +375.7% | +342.1% | +33.6% | +147.0% |
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