+8,382.4%
ZBRA vs RRX
+4,436.8%
+3,945.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | -3.8% | -3.7% | 0.0% | -2.3% |
| 30D | -10.2% | -9.3% | -0.9% | -6.7% |
| 3M | +58.7% | -21.8% | +80.5% | +72.3% |
| 6M | +61.9% | -22.0% | +83.9% | +73.7% |
| YTD | +41.7% | +11.9% | +29.7% | +29.3% |
| 1Y | +12.4% | +11.6% | +0.7% | +2.5% |
| 3Y | +34.2% | +2.2% | +32.0% | +23.8% |
| 5Y | -40.8% | +14.9% | -55.6% | -48.1% |
| 10Y | +420.3% | +214.2% | +206.0% | +208.1% |
| All | +8,382.4% | +4,436.8% | +3,945.6% | +2,877.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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