+27.7%
ZBRA vs RNG
+179.4%
-151.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -13.6% | -9.6% | -4.0% | -12.2% |
| 30D | -11.5% | -1.4% | -10.1% | -11.4% |
| 3M | -9.9% | +28.8% | -38.6% | -13.6% |
| 6M | +48.6% | +65.6% | -17.0% | +37.2% |
| YTD | +36.9% | +171.4% | -134.5% | +13.2% |
| 1Y | +27.7% | +185.3% | -157.6% | -1.2% |
| All | +27.7% | +179.4% | -151.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling