+554.4%
RMBS vs Z
+25.1%
+529.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.8% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | -12.2% | -4.2% | -8.0% | -11.8% |
| 3M | -49.5% | -3.7% | -45.8% | -49.8% |
| 6M | -7.1% | -24.5% | +17.4% | -2.1% |
| YTD | -7.0% | -49.3% | +42.3% | +7.6% |
| 1Y | +13.3% | -58.7% | +72.0% | +37.1% |
| 3Y | +49.2% | -34.1% | +83.4% | +57.3% |
| 5Y | +250.0% | -64.5% | +314.5% | +294.9% |
| 10Y | +495.1% | -0.5% | +495.6% | +396.6% |
| All | +554.4% | +25.1% | +529.3% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling