+118.0%
NOK vs ZYBT
-83.2%
+201.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.7% |
| 7D | -1.8% | -6.9% | +5.2% | -1.8% |
| 30D | +4.7% | -31.8% | +36.5% | +4.7% |
| 3M | -39.7% | +94.0% | -133.6% | -39.2% |
| 6M | +23.1% | +99.0% | -75.9% | +23.9% |
| YTD | +55.0% | +40.0% | +15.0% | +56.9% |
| 1Y | +118.0% | -79.5% | +197.6% | +128.9% |
| All | +118.0% | -83.2% | +201.3% | +128.9% |
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 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