+98.7%
ROKU vs ZYBT
-58.9%
+157.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -0.4% | -3.7% | +3.3% | -0.4% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +29.5% | +72.2% | -42.7% | +29.4% |
| 6M | +53.8% | +103.1% | -49.4% | +51.9% |
| YTD | +42.8% | +34.8% | +8.0% | +42.2% |
| 1Y | +60.7% | -83.2% | +143.9% | +66.1% |
| All | +98.7% | -58.9% | +157.5% | +79.2% |
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