-45.2%
ZBRA vs RL
+239.2%
-284.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.6% |
| 7D | +0.6% | +2.6% | -2.0% | -0.9% |
| 30D | -14.0% | +2.9% | -17.0% | -15.7% |
| 3M | -14.7% | 0.0% | -14.7% | -15.2% |
| 6M | +31.3% | +17.1% | +14.2% | +18.0% |
| YTD | +33.4% | +10.1% | +23.3% | +23.4% |
| 1Y | +34.1% | +17.3% | +16.8% | +19.4% |
| 3Y | +59.9% | +249.3% | -189.4% | -25.7% |
| All | -45.2% | +239.2% | -284.3% | -75.6% |
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