-47.4%
NKE vs ZYBT
-83.2%
+35.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -1.0% |
| 7D | -2.0% | -6.9% | +4.9% | -2.0% |
| 30D | -8.6% | -31.8% | +23.2% | -8.6% |
| 3M | -11.0% | +94.0% | -105.0% | -10.6% |
| 6M | -33.2% | +99.0% | -132.2% | -32.7% |
| YTD | -38.1% | +40.0% | -78.1% | -37.6% |
| 1Y | -47.4% | -79.5% | +32.2% | -46.2% |
| All | -47.4% | -83.2% | +35.9% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling