-99.7%
DFNS vs ZYBT
-58.9%
-40.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.6% |
| 7D | -6.3% | -3.7% | -2.6% | -6.4% |
| 30D | -74.0% | 0.0% | -74.0% | -74.0% |
| 3M | -70.1% | +72.2% | -142.4% | -64.6% |
| 6M | -93.9% | +103.1% | -197.1% | -93.0% |
| YTD | -98.1% | +34.8% | -132.9% | -97.7% |
| 1Y | -98.3% | -83.2% | -15.1% | -97.8% |
| All | -99.7% | -58.9% | -40.8% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling