+147.0%
NOK vs ZYBT
-58.9%
+205.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +4.8% |
| 7D | +11.0% | -3.7% | +14.7% | +11.0% |
| 30D | +7.8% | 0.0% | +7.8% | +7.9% |
| 3M | -21.0% | +72.2% | -93.2% | -20.5% |
| 6M | +40.9% | +103.1% | -62.3% | +41.8% |
| YTD | +72.0% | +34.8% | +37.2% | +73.1% |
| 1Y | +140.9% | -83.2% | +224.1% | +141.2% |
| All | +147.0% | -58.9% | +205.8% | +142.4% |
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