+550.6%
RMBS vs Z
+4.2%
+546.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +21.9% | -4.9% | +26.9% | +23.3% |
| 30D | -13.4% | +3.0% | -16.4% | -14.6% |
| 3M | -15.9% | -13.4% | -2.5% | -14.2% |
| 6M | -34.8% | -27.3% | -7.5% | -31.2% |
| YTD | -7.5% | -57.8% | +50.3% | +10.7% |
| 1Y | -16.9% | -60.0% | +43.1% | +0.7% |
| 3Y | +35.5% | -21.5% | +57.1% | +36.5% |
| 5Y | +254.2% | -55.0% | +309.2% | +283.3% |
| 10Y | +558.2% | -18.8% | +576.9% | +470.0% |
| All | +550.6% | +4.2% | +546.5% | +418.9% |
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