+2,365.9%
ZBRA vs RL
+1,536.1%
+829.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -1.2% | +2.4% | -3.5% | -2.0% |
| 30D | -17.8% | +4.6% | -22.3% | -19.1% |
| 3M | -16.0% | -1.1% | -14.9% | -16.0% |
| 6M | +31.4% | +16.5% | +14.9% | +24.1% |
| YTD | +30.9% | +11.4% | +19.5% | +25.2% |
| 1Y | +24.3% | +16.1% | +8.2% | +17.4% |
| 3Y | +54.2% | +252.6% | -198.5% | +3.4% |
| 5Y | -46.3% | +244.9% | -291.2% | -64.0% |
| 10Y | +375.2% | +342.4% | +32.9% | +177.1% |
| All | +2,365.9% | +1,536.1% | +829.8% | +834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling