+13.3%
RMBS vs Z
-58.8%
+72.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.6% |
| 7D | -0.3% | -3.0% | +2.7% | 0.0% |
| 30D | -12.2% | -4.2% | -8.0% | -11.8% |
| 3M | -49.5% | -3.7% | -45.8% | -48.6% |
| 6M | -7.1% | -24.5% | +17.4% | +1.2% |
| YTD | -7.0% | -49.3% | +42.3% | +9.0% |
| 1Y | +13.3% | -58.7% | +72.0% | +39.7% |
| All | +13.3% | -58.8% | +72.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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