+24.5%
RSP vs ZYBT
-57.8%
+82.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -3.1% | -2.5% | -0.7% | -3.1% |
| 30D | -3.4% | -1.2% | -2.2% | -3.4% |
| 3M | +3.6% | +76.7% | -73.1% | +3.9% |
| 6M | +9.0% | +103.6% | -94.6% | +8.7% |
| YTD | +12.2% | +38.3% | -26.1% | +12.4% |
| 1Y | +15.6% | -84.7% | +100.3% | +18.9% |
| All | +24.5% | -57.8% | +82.3% | +19.8% |
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