+74.0%
URA vs ZYBT
-58.4%
+132.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +5.7% | -3.7% | +9.4% | +5.7% |
| 30D | +5.6% | -12.8% | +18.4% | +5.6% |
| 3M | +6.2% | +76.2% | -70.0% | +6.0% |
| 6M | -8.2% | +109.3% | -117.6% | -9.3% |
| YTD | +9.7% | +36.5% | -26.9% | +9.2% |
| 1Y | +17.0% | -84.0% | +101.0% | +18.6% |
| All | +74.0% | -58.4% | +132.4% | +72.2% |
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 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