+558.9%
RMBS vs ZBRA
+435.2%
+123.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.0% |
| 7D | +1.8% | -3.4% | +5.2% | +3.5% |
| 30D | -13.9% | -7.4% | -6.5% | -10.5% |
| 3M | -39.8% | +57.5% | -97.3% | -53.3% |
| 6M | -6.0% | +64.0% | -70.0% | -28.9% |
| YTD | -5.4% | +44.3% | -49.6% | -24.0% |
| 1Y | -1.8% | +10.9% | -12.7% | -9.3% |
| 3Y | +53.7% | +37.5% | +16.1% | +28.6% |
| 5Y | +268.5% | -39.7% | +308.2% | +324.6% |
| All | +558.9% | +435.2% | +123.6% | +266.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling