+103.6%
ZYBT vs RJF
+15.8%
+87.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.2% |
| 7D | -2.5% | -4.2% | +1.7% | -2.8% |
| 30D | -1.2% | -3.6% | +2.4% | -1.1% |
| 3M | +76.7% | +15.6% | +61.0% | +77.1% |
| 6M | +103.6% | +17.6% | +86.0% | +98.9% |
| All | +103.6% | +15.8% | +87.8% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 6mo: compounded portfolio wealth divided by compounded RJF 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…
6mo analysis · Full analysis span regression · 6 months rolling