-36.8%
RDW vs ZYBT
-58.9%
+22.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.3% |
| 7D | +0.9% | -3.7% | +4.6% | +0.9% |
| 30D | -21.3% | 0.0% | -21.3% | -21.3% |
| 3M | -37.9% | +72.2% | -110.1% | -39.1% |
| 6M | +12.3% | +103.1% | -90.9% | +8.3% |
| YTD | +39.7% | +34.8% | +5.0% | +36.5% |
| 1Y | +25.7% | -83.2% | +108.9% | +29.3% |
| All | -36.8% | -58.9% | +22.1% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling