-1.8%
RMBS vs Z
-62.2%
+60.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.5% |
| 7D | +1.8% | -6.0% | +7.8% | +2.3% |
| 30D | -13.9% | -2.3% | -11.6% | -14.1% |
| 3M | -39.8% | -0.6% | -39.2% | -40.1% |
| 6M | -6.0% | -27.6% | +21.6% | +2.1% |
| YTD | -5.4% | -52.4% | +47.0% | +9.0% |
| 1Y | -1.8% | -63.6% | +61.8% | +14.7% |
| All | -1.8% | -62.2% | +60.4% | +14.7% |
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