-53.9%
RUN vs ZYBT
-42.3%
-11.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +1.3% |
| 7D | +18.5% | -3.5% | +22.0% | +18.5% |
| 30D | +15.5% | +15.1% | +0.4% | +15.6% |
| 3M | -20.3% | +7.0% | -27.3% | -20.2% |
| 6M | -30.8% | +37.7% | -68.5% | -27.8% |
| YTD | -52.2% | +19.1% | -71.4% | -49.6% |
| 1Y | -53.9% | -38.3% | -15.6% | -48.1% |
| All | -53.9% | -42.3% | -11.6% | -48.1% |
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