-34.8%
RMBS vs Z
-28.8%
-6.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.6% |
| 7D | +21.9% | -4.9% | +26.9% | +21.3% |
| 30D | -13.4% | +3.0% | -16.4% | -11.3% |
| 3M | -15.9% | -13.4% | -2.5% | -17.3% |
| 6M | -34.8% | -27.3% | -7.5% | -20.5% |
| All | -34.8% | -28.8% | -6.0% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling