+47.6%
ON vs ZYBT
-42.3%
+89.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -1.9% |
| 7D | -5.8% | -3.5% | -2.3% | -5.8% |
| 30D | -17.1% | +15.1% | -32.2% | -17.1% |
| 3M | -11.8% | +7.0% | -18.8% | -11.7% |
| 6M | -30.2% | +37.7% | -67.9% | -29.2% |
| YTD | +31.6% | +19.1% | +12.4% | +35.9% |
| 1Y | +47.6% | -38.3% | +85.8% | +62.7% |
| All | +47.6% | -42.3% | +89.9% | +62.7% |
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