-49.5%
ORCL vs ZYBT
-42.3%
-7.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.2% | -1.9% |
| 7D | -14.4% | -3.5% | -10.9% | -14.4% |
| 30D | -12.8% | +15.1% | -28.0% | -12.8% |
| 3M | -14.8% | +7.0% | -21.8% | -14.7% |
| 6M | -30.9% | +37.7% | -68.6% | -26.8% |
| YTD | -35.7% | +19.1% | -54.8% | -35.1% |
| 1Y | -49.5% | -38.3% | -11.2% | -51.7% |
| All | -49.5% | -42.3% | -7.2% | -51.7% |
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