+2,714.4%
ZBRA vs RL
+1,366.2%
+1,348.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +0.8% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | -1.7% | -7.8% | +6.1% | +0.7% |
| 3M | +47.8% | -4.0% | +51.8% | +49.3% |
| 6M | +56.7% | -1.9% | +58.6% | +56.4% |
| YTD | +49.4% | -0.2% | +49.6% | +48.3% |
| 1Y | +16.5% | +10.7% | +5.9% | +12.1% |
| 3Y | +31.5% | +210.8% | -179.3% | -8.1% |
| 5Y | -38.6% | +238.2% | -276.8% | -58.6% |
| 10Y | +421.0% | +313.4% | +107.6% | +211.7% |
| All | +2,714.4% | +1,366.2% | +1,348.2% | +1,006.3% |
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 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