+40.9%
RL vs ZYBT
-58.4%
+99.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | -17.5% | -12.8% | -4.7% | -17.5% |
| 3M | -14.0% | +76.2% | -90.2% | -13.5% |
| 6M | -2.0% | +109.3% | -111.3% | -2.8% |
| YTD | -4.6% | +36.5% | -41.1% | -4.3% |
| 1Y | +9.5% | -84.0% | +93.5% | +16.4% |
| All | +40.9% | -58.4% | +99.2% | +34.4% |
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 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