+33.3%
SHEL vs ZYBT
-83.2%
+116.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +2.2% | -6.9% | +9.2% | +2.2% |
| 30D | +6.8% | -31.8% | +38.6% | +6.8% |
| 3M | +8.1% | +94.0% | -85.9% | +9.5% |
| 6M | +14.4% | +99.0% | -84.6% | +15.7% |
| YTD | +30.0% | +40.0% | -10.0% | +30.8% |
| 1Y | +33.3% | -79.5% | +112.9% | +30.5% |
| All | +33.3% | -83.2% | +116.5% | +30.5% |
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