+44.7%
DG vs ZYBT
-42.3%
+87.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +8.5% |
| 7D | +12.3% | -3.5% | +15.8% | +12.3% |
| 30D | +19.3% | +15.1% | +4.2% | +19.3% |
| 3M | +11.9% | +7.0% | +4.8% | +11.9% |
| 6M | +25.0% | +37.7% | -12.7% | +26.0% |
| YTD | +8.7% | +19.1% | -10.4% | +11.5% |
| 1Y | +44.7% | -38.3% | +83.0% | +48.8% |
| All | +44.7% | -42.3% | +87.0% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling