+1,059.0%
RMBS vs ZBRA
+2,695.9%
-1,636.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.9% |
| 7D | +3.5% | -1.8% | +5.2% | +4.2% |
| 30D | -8.6% | -8.8% | +0.2% | -4.7% |
| 3M | -40.3% | +47.2% | -87.5% | -51.0% |
| 6M | -1.0% | +61.3% | -62.3% | -22.5% |
| YTD | -4.6% | +42.0% | -46.6% | -21.1% |
| 1Y | +17.6% | +10.5% | +7.1% | +9.9% |
| 3Y | +58.6% | +34.5% | +24.1% | +35.8% |
| 5Y | +270.9% | -40.3% | +311.2% | +334.0% |
| 10Y | +569.1% | +421.5% | +147.6% | +180.9% |
| All | +1,059.0% | +2,695.9% | -1,636.9% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling