+748.2%
ZBRA vs URA
-52.4%
+800.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +0.6% | -1.5% | +2.2% | +1.1% |
| 30D | -14.0% | -10.4% | -3.6% | -10.9% |
| 3M | -14.7% | -29.6% | +15.0% | -4.6% |
| 6M | +31.3% | -40.3% | +71.6% | +54.3% |
| YTD | +33.4% | -25.5% | +58.9% | +41.1% |
| 1Y | +34.1% | -26.4% | +60.5% | +41.9% |
| 3Y | +59.9% | +31.4% | +28.5% | +28.5% |
| 5Y | -45.3% | +28.6% | -73.8% | -57.4% |
| 10Y | +384.4% | +260.9% | +123.6% | +127.9% |
| All | +748.2% | -52.4% | +800.5% | +630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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