-37.7%
RCAT vs ZYBT
-58.4%
+20.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.5% |
| 7D | -2.3% | -3.7% | +1.4% | -2.3% |
| 30D | -18.7% | -12.8% | -5.9% | -18.7% |
| 3M | -29.3% | +76.2% | -105.5% | -30.7% |
| 6M | -42.3% | +109.3% | -151.7% | -44.2% |
| YTD | +2.5% | +36.5% | -34.0% | +0.1% |
| 1Y | -5.7% | -84.0% | +78.3% | -7.3% |
| All | -37.7% | -58.4% | +20.6% | -45.9% |
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