+61.4%
XOM vs ZYBT
-58.9%
+120.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | +4.1% | -3.7% | +7.8% | +4.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +14.0% | +72.2% | -58.3% | +13.2% |
| 6M | +11.0% | +103.1% | -92.2% | +9.5% |
| YTD | +40.7% | +34.8% | +5.9% | +39.6% |
| 1Y | +52.3% | -83.2% | +135.5% | +56.1% |
| All | +61.4% | -58.9% | +120.3% | +53.5% |
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 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