-58.2%
DECK vs ZYBT
-57.3%
-0.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.5% |
| 7D | -2.2% | -6.9% | +4.7% | -2.2% |
| 30D | -13.6% | -31.8% | +18.2% | -13.6% |
| 3M | -21.2% | +94.0% | -115.2% | -20.4% |
| 6M | -21.1% | +99.0% | -120.1% | -20.9% |
| YTD | -17.2% | +40.0% | -57.2% | -16.3% |
| 1Y | -30.7% | -79.5% | +48.8% | -26.2% |
| All | -58.2% | -57.3% | -0.9% | -60.2% |
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