+15.5%
RRC vs ZYBT
-57.8%
+73.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.3% |
| 7D | -1.2% | -2.5% | +1.3% | -1.2% |
| 30D | +3.0% | -1.2% | +4.2% | +3.0% |
| 3M | +7.3% | +76.7% | -69.4% | +7.5% |
| 6M | +3.6% | +103.6% | -100.0% | +3.6% |
| YTD | +19.4% | +38.3% | -18.9% | +19.6% |
| 1Y | +21.4% | -84.7% | +106.1% | +23.8% |
| All | +15.5% | -57.8% | +73.4% | +9.6% |
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