-20.8%
ORCL vs ZYBT
-60.2%
+39.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | -4.0% | -2.0% | -2.0% | -4.0% |
| 3M | -19.5% | -2.0% | -17.5% | -19.4% |
| 6M | -33.5% | +56.4% | -89.9% | -31.3% |
| YTD | -34.8% | +30.4% | -65.3% | -33.2% |
| 1Y | -41.6% | -30.2% | -11.4% | -39.0% |
| All | -20.8% | -60.2% | +39.4% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling