+252.0%
RMBS vs Z
-54.5%
+306.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.3% |
| 7D | +3.0% | -13.1% | +16.0% | +7.1% |
| 30D | -15.5% | +5.9% | -21.4% | -17.3% |
| 3M | -11.5% | -13.7% | +2.2% | -9.4% |
| 6M | -36.5% | -27.1% | -9.4% | -32.4% |
| YTD | -7.1% | -56.8% | +49.7% | +14.5% |
| 1Y | -18.7% | -60.2% | +41.6% | +2.6% |
| 3Y | +36.2% | -19.7% | +55.9% | +36.3% |
| 5Y | +252.0% | -53.7% | +305.7% | +269.1% |
| All | +252.0% | -54.5% | +306.5% | +269.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling