-39.2%
ZBRA vs RL
+241.4%
-280.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.6% |
| 30D | -6.4% | -12.2% | +5.9% | 0.0% |
| 3M | +51.3% | -6.6% | +57.9% | +55.9% |
| 6M | +60.5% | +3.2% | +57.3% | +54.8% |
| YTD | +45.2% | -1.3% | +46.5% | +43.6% |
| 1Y | +12.3% | +13.6% | -1.2% | +3.0% |
| 3Y | +37.5% | +210.9% | -173.4% | -27.3% |
| 5Y | -39.2% | +246.9% | -286.0% | -71.3% |
| All | -39.2% | +241.4% | -280.6% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling