-31.5%
COO vs ZYBT
-58.4%
+26.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | -9.0% | -3.7% | -5.3% | -9.0% |
| 30D | -16.8% | -12.8% | -4.0% | -16.8% |
| 3M | -7.5% | +76.2% | -83.7% | -7.6% |
| 6M | -16.3% | +109.3% | -125.6% | -16.8% |
| YTD | -22.5% | +36.5% | -59.1% | -22.7% |
| 1Y | -7.0% | -84.0% | +77.0% | -4.8% |
| All | -31.5% | -58.4% | +26.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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