-3.2%
DIS vs ZYBT
-57.8%
+54.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -1.3% | -2.5% | +1.2% | -1.3% |
| 30D | +2.2% | -1.2% | +3.5% | +2.2% |
| 3M | +8.1% | +76.7% | -68.5% | +9.1% |
| 6M | +5.2% | +103.6% | -98.3% | +5.5% |
| YTD | -6.3% | +38.3% | -44.5% | -5.5% |
| 1Y | -7.3% | -84.7% | +77.4% | -3.0% |
| All | -3.2% | -57.8% | +54.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling