+73.4%
DG vs ZYBT
-58.9%
+132.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | -6.5% | -3.7% | -2.8% | -6.5% |
| 30D | +4.2% | 0.0% | +4.2% | +4.2% |
| 3M | +9.5% | +72.2% | -62.7% | +10.7% |
| 6M | -13.1% | +103.1% | -116.3% | -11.6% |
| YTD | -4.8% | +34.8% | -39.6% | -3.6% |
| 1Y | +20.6% | -83.2% | +103.8% | +18.7% |
| All | +73.4% | -58.9% | +132.2% | +73.7% |
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