+39.7%
RIG vs ZYBT
-42.3%
+82.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.2% | -9.9% | -7.6% |
| 7D | -18.8% | -3.5% | -15.3% | -18.8% |
| 30D | -1.1% | +15.1% | -16.2% | -1.0% |
| 3M | +4.4% | +7.0% | -2.6% | +4.5% |
| 6M | -20.8% | +37.7% | -58.5% | -17.8% |
| YTD | +32.0% | +19.1% | +12.8% | +34.1% |
| 1Y | +39.7% | -38.3% | +78.0% | +41.0% |
| All | +39.7% | -42.3% | +82.1% | +41.0% |
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