+12.4%
ZBRA vs RL
+9.4%
+3.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -3.8% | -2.2% | -1.6% | -2.8% |
| 30D | -10.2% | -15.3% | +5.2% | -3.3% |
| 3M | +58.7% | -10.3% | +69.0% | +65.7% |
| 6M | +61.9% | -2.2% | +64.1% | +60.2% |
| YTD | +41.7% | -4.3% | +46.0% | +42.7% |
| 1Y | +12.4% | +8.9% | +3.5% | +2.4% |
| All | +12.4% | +9.4% | +3.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling