+22.5%
EOG vs ZYBT
-58.9%
+81.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | +1.5% | -3.7% | +5.2% | +1.5% |
| 30D | +2.9% | 0.0% | +2.9% | +2.9% |
| 3M | +8.7% | +72.2% | -63.5% | +7.7% |
| 6M | +12.9% | +103.1% | -90.2% | +10.9% |
| YTD | +43.8% | +34.8% | +9.0% | +42.3% |
| 1Y | +27.1% | -83.2% | +110.2% | +31.1% |
| All | +22.5% | -58.9% | +81.4% | +14.2% |
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