-4.7%
DIS vs ZYBT
-58.4%
+53.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -3.5% | -3.7% | +0.2% | -3.5% |
| 30D | +1.0% | -12.8% | +13.7% | +1.0% |
| 3M | +5.7% | +76.2% | -70.5% | +6.6% |
| 6M | +3.3% | +109.3% | -106.1% | +3.4% |
| YTD | -7.7% | +36.5% | -44.2% | -7.0% |
| 1Y | -10.0% | -84.0% | +74.1% | -6.0% |
| All | -4.7% | -58.4% | +53.6% | -10.4% |
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