+33.7%
DAL vs ZYBT
-57.3%
+90.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.8% |
| 7D | +0.1% | -6.9% | +7.1% | +0.1% |
| 30D | -13.9% | -31.8% | +17.9% | -13.9% |
| 3M | +1.1% | +94.0% | -92.9% | -0.1% |
| 6M | +26.2% | +99.0% | -72.8% | +23.3% |
| YTD | +16.4% | +40.0% | -23.6% | +15.0% |
| 1Y | +33.9% | -79.5% | +113.4% | +40.5% |
| All | +33.7% | -57.3% | +90.9% | +23.2% |
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