+7.3%
ORLY vs ZYBT
-58.9%
+66.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | -2.4% | -3.7% | +1.4% | -2.4% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -4.8% | +72.2% | -77.0% | -3.2% |
| 6M | -9.1% | +103.1% | -112.2% | -7.6% |
| YTD | -5.9% | +34.8% | -40.7% | -4.4% |
| 1Y | -20.4% | -83.2% | +62.8% | -19.1% |
| All | +7.3% | -58.9% | +66.2% | +6.0% |
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