-58.8%
DECK vs ZYBT
-60.2%
+1.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.4% |
| 7D | -3.7% | +8.7% | -12.4% | -3.7% |
| 30D | +0.6% | +1.4% | -0.7% | +0.6% |
| 3M | -7.3% | -3.2% | -4.1% | -7.3% |
| 6M | -10.9% | +48.5% | -59.4% | -9.3% |
| YTD | -18.5% | +30.4% | -48.9% | -17.5% |
| 1Y | +0.2% | -30.6% | +30.7% | +3.3% |
| All | -58.8% | -60.2% | +1.4% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling