-16.6%
DECK vs ZYBT
+58.1%
-74.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.2% |
| 7D | +5.8% | +15.4% | -9.6% | +5.8% |
| 30D | +7.9% | +29.3% | -21.4% | +8.0% |
| 3M | -11.4% | -28.2% | +16.8% | -11.4% |
| 6M | -16.6% | +52.3% | -68.8% | -14.1% |
| All | -16.6% | +58.1% | -74.6% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling