-17.4%
RMBS vs ZBRA
+25.3%
-42.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.4% |
| 7D | -8.9% | -13.6% | +4.7% | -2.8% |
| 30D | -24.8% | -11.5% | -13.3% | -20.5% |
| 3M | -17.6% | -9.9% | -7.7% | -13.7% |
| 6M | -25.7% | +48.6% | -74.2% | -41.1% |
| YTD | -9.8% | +36.9% | -46.7% | -28.4% |
| 1Y | -17.4% | +27.7% | -45.1% | -27.9% |
| All | -17.4% | +25.3% | -42.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling