-36.0%
ROL vs ZYBT
-83.2%
+47.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.4% | -6.9% | +5.5% | -1.4% |
| 30D | -4.1% | -31.8% | +27.7% | -4.1% |
| 3M | -22.5% | +94.0% | -116.5% | -22.0% |
| 6M | -37.7% | +99.0% | -136.7% | -36.3% |
| YTD | -39.6% | +40.0% | -79.6% | -38.8% |
| 1Y | -36.0% | -79.5% | +43.5% | -38.7% |
| All | -36.0% | -83.2% | +47.2% | -38.7% |
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