-24.1%
RUN vs ZYBT
-57.8%
+33.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -3.4% | -2.5% | -0.9% | -3.4% |
| 30D | -14.0% | -1.2% | -12.7% | -14.0% |
| 3M | -27.5% | +76.7% | -104.1% | -25.0% |
| 6M | -29.0% | +103.6% | -132.6% | -26.8% |
| YTD | -53.1% | +38.3% | -91.4% | -51.6% |
| 1Y | -46.7% | -84.7% | +38.0% | -44.6% |
| All | -24.1% | -57.8% | +33.7% | -32.8% |
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 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