+18.1%
NOC vs ZYBT
-57.8%
+76.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -1.8% | -2.5% | +0.7% | -1.8% |
| 30D | -9.4% | -1.2% | -8.2% | -9.4% |
| 3M | -3.8% | +76.7% | -80.5% | -4.1% |
| 6M | -28.8% | +103.6% | -132.3% | -28.6% |
| YTD | -7.9% | +38.3% | -46.1% | -7.8% |
| 1Y | -9.0% | -84.7% | +75.7% | -10.1% |
| All | +18.1% | -57.8% | +76.0% | +17.2% |
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