-40.8%
ZBRA vs RVTY
-34.5%
-6.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.0% |
| 7D | -3.8% | -7.4% | +3.6% | 0.0% |
| 30D | -10.2% | +4.5% | -14.7% | -12.4% |
| 3M | +58.7% | +19.5% | +39.2% | +42.6% |
| 6M | +61.9% | +34.1% | +27.8% | +35.0% |
| YTD | +41.7% | +25.3% | +16.4% | +21.5% |
| 1Y | +12.4% | +47.0% | -34.6% | -12.3% |
| 3Y | +34.2% | +14.1% | +20.1% | +16.5% |
| 5Y | -40.8% | -34.6% | -6.2% | -30.3% |
| All | -40.8% | -34.5% | -6.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling