+37.5%
ZBRA vs RUN
-39.0%
+76.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +1.9% |
| 7D | -3.4% | -3.7% | +0.3% | -3.0% |
| 30D | -7.4% | -13.0% | +5.6% | -6.0% |
| 3M | +57.5% | -31.8% | +89.3% | +63.9% |
| 6M | +64.0% | -32.2% | +96.2% | +69.8% |
| YTD | +44.3% | -53.5% | +97.8% | +53.7% |
| 1Y | +10.9% | -46.5% | +57.4% | +15.6% |
| 3Y | +37.5% | -37.6% | +75.1% | +18.7% |
| All | +37.5% | -39.0% | +76.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling