+1.7%
ORCL vs ZYBT
-58.4%
+60.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +10.9% | -3.7% | +14.6% | +10.9% |
| 30D | +7.0% | -12.8% | +19.8% | +7.0% |
| 3M | -21.2% | +76.2% | -97.4% | -18.9% |
| 6M | +7.4% | +109.3% | -101.9% | +8.6% |
| YTD | -16.3% | +36.5% | -52.8% | -14.1% |
| 1Y | -32.3% | -84.0% | +51.7% | -26.8% |
| All | +1.7% | -58.4% | +60.1% | +6.1% |
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