-8.2%
RBA vs ZYBT
-58.4%
+50.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.7% |
| 7D | -1.9% | -3.7% | +1.8% | -1.9% |
| 30D | -13.0% | -12.8% | -0.2% | -13.0% |
| 3M | -23.1% | +76.2% | -99.3% | -22.6% |
| 6M | -22.6% | +109.3% | -131.9% | -22.7% |
| YTD | -20.4% | +36.5% | -56.9% | -19.9% |
| 1Y | -29.6% | -84.0% | +54.4% | -26.9% |
| All | -8.2% | -58.4% | +50.1% | -12.3% |
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