-3.6%
ORLY vs ZYBT
-37.3%
+33.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -0.9% |
| 7D | +3.9% | -3.5% | +7.4% | +3.9% |
| 30D | +7.5% | +24.3% | -16.9% | +7.5% |
| 3M | -2.1% | -41.5% | +39.4% | -2.1% |
| 6M | -3.7% | +58.6% | -62.3% | -2.0% |
| YTD | +0.3% | +20.0% | -19.7% | +4.0% |
| 1Y | -3.6% | -35.2% | +31.6% | +3.5% |
| All | -3.6% | -37.3% | +33.6% | +3.5% |
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