+232.9%
ZBRA vs RUN
-29.4%
+262.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -3.4% |
| 7D | +2.6% | +10.2% | -7.6% | +1.0% |
| 30D | -6.4% | -9.6% | +3.2% | -5.1% |
| 3M | +51.3% | -31.5% | +82.8% | +59.5% |
| 6M | +60.5% | -18.7% | +79.2% | +63.4% |
| YTD | +45.2% | -49.9% | +95.1% | +56.5% |
| 1Y | +12.3% | -45.5% | +57.9% | +18.2% |
| 3Y | +37.5% | -34.1% | +71.6% | +17.3% |
| 5Y | -39.2% | -79.4% | +40.2% | -41.6% |
| 10Y | +417.0% | +48.9% | +368.0% | +243.0% |
| All | +232.9% | -29.4% | +262.3% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling