-28.0%
ORCL vs ZYBT
-83.2%
+55.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.1% |
| 7D | +5.3% | -6.9% | +12.2% | +5.2% |
| 30D | +10.0% | -31.8% | +41.7% | +9.9% |
| 3M | -32.6% | +94.0% | -126.6% | -30.1% |
| 6M | +4.9% | +99.0% | -94.1% | +5.8% |
| YTD | -17.8% | +40.0% | -57.8% | -14.4% |
| 1Y | -28.0% | -79.5% | +51.6% | -9.3% |
| All | -28.0% | -83.2% | +55.2% | -9.3% |
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