-18.1%
DOW vs ZYBT
-58.9%
+40.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -2.1% |
| 7D | -1.4% | -3.7% | +2.3% | -1.4% |
| 30D | -3.9% | 0.0% | -3.9% | -3.9% |
| 3M | -12.7% | +72.2% | -84.9% | -14.2% |
| 6M | -13.7% | +103.1% | -116.8% | -16.4% |
| YTD | +28.4% | +34.8% | -6.4% | +25.8% |
| 1Y | +21.8% | -83.2% | +104.9% | +26.7% |
| All | -18.1% | -58.9% | +40.7% | -22.9% |
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