+73.3%
OPEN vs ZYBT
-58.9%
+132.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.4% |
| 7D | -11.4% | -3.7% | -7.7% | -11.4% |
| 30D | -20.1% | 0.0% | -20.1% | -20.1% |
| 3M | -37.6% | +72.2% | -109.8% | -36.4% |
| 6M | -47.1% | +103.1% | -150.2% | -45.7% |
| YTD | -52.1% | +34.8% | -86.9% | -51.2% |
| 1Y | -73.5% | -83.2% | +9.7% | -74.0% |
| All | +73.3% | -58.9% | +132.2% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling