+534.0%
RMBS vs Z
-16.5%
+550.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.1% |
| 7D | +10.3% | +0.8% | +9.5% | +10.1% |
| 30D | -10.7% | +5.2% | -15.9% | -12.4% |
| 3M | -17.2% | -17.0% | -0.2% | -14.5% |
| 6M | -39.0% | -22.7% | -16.4% | -36.6% |
| YTD | -10.5% | -56.3% | +45.8% | +7.1% |
| 1Y | -11.0% | -57.7% | +46.7% | +7.1% |
| 3Y | +31.3% | -16.5% | +47.9% | +30.0% |
| 5Y | +242.8% | -53.4% | +296.2% | +268.5% |
| All | +534.0% | -16.5% | +550.5% | +408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling