+86.3%
OPEN vs ZYBT
-58.4%
+144.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.9% |
| 30D | -13.8% | -12.8% | -1.0% | -13.8% |
| 3M | -30.9% | +76.2% | -107.1% | -29.6% |
| 6M | -40.9% | +109.3% | -150.3% | -39.4% |
| YTD | -48.5% | +36.5% | -85.1% | -47.5% |
| 1Y | -50.9% | -84.0% | +33.1% | -51.9% |
| All | +86.3% | -58.4% | +144.7% | +75.9% |
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 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