+657.5%
ZBRA vs RNG
+305.9%
+351.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.8% | -4.1% | +2.3% | -0.8% |
| 30D | -8.8% | +8.6% | -17.4% | -10.9% |
| 3M | +47.2% | +78.0% | -30.7% | +25.4% |
| 6M | +61.3% | +67.0% | -5.7% | +37.2% |
| YTD | +42.0% | +142.4% | -100.4% | +7.1% |
| 1Y | +10.5% | +120.4% | -110.0% | -14.8% |
| 3Y | +34.5% | +122.1% | -87.6% | -0.7% |
| 5Y | -40.3% | -69.8% | +29.6% | -34.4% |
| 10Y | +421.5% | +223.4% | +198.1% | +175.3% |
| All | +657.5% | +305.9% | +351.7% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling