-22.3%
ROL vs ZYBT
-58.9%
+36.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -3.2% | -3.7% | +0.6% | -3.2% |
| 30D | -4.9% | 0.0% | -4.9% | -4.9% |
| 3M | -25.8% | +72.2% | -98.0% | -25.3% |
| 6M | -37.6% | +103.1% | -140.7% | -37.0% |
| YTD | -41.5% | +34.8% | -76.3% | -40.9% |
| 1Y | -39.5% | -83.2% | +43.7% | -38.2% |
| All | -22.3% | -58.9% | +36.6% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling