+158.9%
REPL vs ZYBT
-83.2%
+242.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -3.0% | -6.9% | +4.0% | -3.0% |
| 30D | +27.1% | -31.8% | +58.9% | +27.2% |
| 3M | +52.4% | +94.0% | -41.6% | +50.1% |
| 6M | +107.4% | +99.0% | +8.4% | +108.4% |
| YTD | +54.7% | +40.0% | +14.7% | +52.7% |
| 1Y | +158.9% | -79.5% | +238.4% | +131.7% |
| All | +158.9% | -83.2% | +242.1% | +131.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling