+71.1%
DG vs ZYBT
-57.8%
+129.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | -6.3% | -2.5% | -3.8% | -6.3% |
| 30D | +2.4% | -1.2% | +3.7% | +2.4% |
| 3M | +12.4% | +76.7% | -64.2% | +13.7% |
| 6M | -14.9% | +103.6% | -118.5% | -13.5% |
| YTD | -6.1% | +38.3% | -44.3% | -4.9% |
| 1Y | +17.9% | -84.7% | +102.6% | +15.7% |
| All | +71.1% | -57.8% | +129.0% | +71.5% |
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