+31.6%
RKT vs ZYBT
-58.9%
+90.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | -6.3% | -3.7% | -2.5% | -6.3% |
| 30D | -6.2% | 0.0% | -6.2% | -6.2% |
| 3M | -1.9% | +72.2% | -74.1% | +1.7% |
| 6M | -13.0% | +103.1% | -116.1% | -9.7% |
| YTD | -31.9% | +34.8% | -66.7% | -29.4% |
| 1Y | -37.6% | -83.2% | +45.6% | -35.7% |
| All | +31.6% | -58.9% | +90.5% | +38.4% |
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