+42.1%
RRC vs ZYBT
-42.3%
+84.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.8% | -3.5% |
| 7D | -6.8% | -3.5% | -3.2% | -6.8% |
| 30D | +34.7% | +15.1% | +19.6% | +34.8% |
| 3M | +31.5% | +7.0% | +24.5% | +31.6% |
| 6M | +21.8% | +37.7% | -15.9% | +22.0% |
| YTD | +48.9% | +19.1% | +29.7% | +45.7% |
| 1Y | +42.1% | -38.3% | +80.4% | +33.0% |
| All | +42.1% | -42.3% | +84.4% | +33.0% |
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