-17.6%
JD vs ZYBT
-57.8%
+40.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -2.6% | -2.5% | -0.1% | -2.6% |
| 30D | -15.4% | -1.2% | -14.1% | -15.4% |
| 3M | -5.0% | +76.7% | -81.7% | -7.9% |
| 6M | +0.9% | +103.6% | -102.7% | -2.6% |
| YTD | -2.5% | +38.3% | -40.8% | -5.6% |
| 1Y | -16.0% | -84.7% | +68.7% | -17.4% |
| All | -17.6% | -57.8% | +40.2% | -21.1% |
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