+66.7%
DE vs ZYBT
-58.9%
+125.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -2.6% | -3.7% | +1.2% | -2.6% |
| 30D | +9.0% | 0.0% | +9.0% | +9.0% |
| 3M | +19.1% | +72.2% | -53.1% | +21.1% |
| 6M | +14.4% | +103.1% | -88.8% | +15.7% |
| YTD | +45.9% | +34.8% | +11.2% | +48.3% |
| 1Y | +43.6% | -83.2% | +126.8% | +49.6% |
| All | +66.7% | -58.9% | +125.5% | +67.2% |
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