+77.3%
RTX vs ZYBT
-58.9%
+136.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -1.5% | -3.7% | +2.2% | -1.5% |
| 30D | -11.0% | 0.0% | -11.0% | -11.0% |
| 3M | +7.7% | +72.2% | -64.6% | +7.3% |
| 6M | -3.9% | +103.1% | -107.1% | -4.2% |
| YTD | +9.0% | +34.8% | -25.8% | +8.7% |
| 1Y | +27.3% | -83.2% | +110.4% | +27.0% |
| All | +77.3% | -58.9% | +136.2% | +76.3% |
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