+57.1%
SHEL vs ZYBT
-58.9%
+116.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.8% |
| 7D | +4.1% | -3.7% | +7.8% | +4.1% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +13.7% | +72.2% | -58.5% | +14.8% |
| 6M | +12.7% | +103.1% | -90.4% | +12.9% |
| YTD | +35.3% | +34.8% | +0.5% | +36.3% |
| 1Y | +39.4% | -83.2% | +122.5% | +45.2% |
| All | +57.1% | -58.9% | +116.0% | +50.8% |
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