+56.9%
ZBRA vs RL
+254.6%
-197.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -1.2% | +2.4% | -3.5% | -2.4% |
| 30D | -17.8% | +4.6% | -22.3% | -19.8% |
| 3M | -16.0% | -1.1% | -14.9% | -16.0% |
| 6M | +31.4% | +16.5% | +14.9% | +19.5% |
| YTD | +30.9% | +11.4% | +19.5% | +21.3% |
| 1Y | +24.3% | +16.1% | +8.2% | +12.4% |
| All | +56.9% | +254.6% | -197.8% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling