-7.7%
DIS vs ZYBT
-79.2%
+71.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | +1.2% | -3.7% | +4.9% | +1.2% |
| 30D | +3.2% | 0.0% | +3.2% | +3.2% |
| 3M | +7.0% | +72.2% | -65.2% | +8.3% |
| 6M | +6.4% | +103.1% | -96.7% | +7.9% |
| YTD | -5.6% | +34.8% | -40.4% | -4.3% |
| 1Y | -7.7% | -83.2% | +75.5% | -6.3% |
| All | -7.7% | -79.2% | +71.5% | -6.3% |
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