+18.2%
RCL vs ZYBT
-58.9%
+77.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.4% |
| 7D | -1.9% | -3.7% | +1.8% | -1.9% |
| 30D | -15.5% | 0.0% | -15.5% | -15.5% |
| 3M | -9.7% | +72.2% | -81.9% | -9.7% |
| 6M | -8.7% | +103.1% | -111.9% | -9.6% |
| YTD | -5.8% | +34.8% | -40.5% | -6.0% |
| 1Y | -24.5% | -83.2% | +58.7% | -21.4% |
| All | +18.2% | -58.9% | +77.1% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling