+52.4%
RVTY vs ZYBT
-83.2%
+135.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +1.1% | -6.9% | +8.0% | +1.1% |
| 30D | +13.2% | -31.8% | +45.0% | +13.1% |
| 3M | +27.2% | +94.0% | -66.7% | +31.5% |
| 6M | +32.4% | +99.0% | -66.6% | +36.2% |
| YTD | +34.9% | +40.0% | -5.1% | +39.6% |
| 1Y | +52.4% | -79.5% | +131.9% | +61.5% |
| All | +52.4% | -83.2% | +135.6% | +61.5% |
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