-11.5%
RMBS vs Z
-10.9%
-0.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.7% |
| 7D | +3.0% | -13.1% | +16.0% | +2.3% |
| 30D | -15.5% | +5.9% | -21.4% | -13.0% |
| 3M | -11.5% | -13.7% | +2.2% | -13.6% |
| All | -11.5% | -10.9% | -0.5% | -13.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling