+7.1%
RVTY vs ZYBT
-58.9%
+66.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.8% |
| 7D | -4.5% | -3.7% | -0.8% | -4.5% |
| 30D | +5.5% | 0.0% | +5.5% | +5.5% |
| 3M | +22.5% | +72.2% | -49.7% | +25.8% |
| 6M | +38.9% | +103.1% | -64.3% | +40.9% |
| YTD | +28.7% | +34.8% | -6.0% | +31.9% |
| 1Y | +45.5% | -83.2% | +128.7% | +55.8% |
| All | +7.1% | -58.9% | +66.0% | +7.2% |
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