+141.7%
RNG vs ZYBT
-83.2%
+224.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.9% |
| 7D | +5.8% | -6.9% | +12.7% | +5.8% |
| 30D | +19.6% | -31.8% | +51.4% | +19.6% |
| 3M | +67.0% | +94.0% | -27.0% | +69.6% |
| 6M | +88.4% | +99.0% | -10.6% | +91.7% |
| YTD | +155.5% | +40.0% | +115.5% | +158.8% |
| 1Y | +141.7% | -79.5% | +221.2% | +136.7% |
| All | +141.7% | -83.2% | +224.9% | +136.7% |
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