+31.9%
REPL vs ZYBT
-58.1%
+90.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.8% |
| 7D | -5.7% | -4.2% | -1.5% | -5.7% |
| 30D | +22.5% | -16.4% | +38.9% | +22.5% |
| 3M | +64.7% | +82.9% | -18.2% | +62.4% |
| 6M | +83.0% | +110.7% | -27.6% | +81.3% |
| YTD | +52.0% | +37.4% | +14.6% | +50.1% |
| 1Y | +144.5% | -80.6% | +225.1% | +137.3% |
| All | +31.9% | -58.1% | +90.0% | +34.2% |
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