+13.3%
RMBS vs ZCMD
-99.9%
+113.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.4% |
| 7D | -0.3% | -8.0% | +7.7% | -0.2% |
| 30D | -12.2% | -27.9% | +15.7% | -11.8% |
| 3M | -49.5% | -74.6% | +25.1% | -49.3% |
| 6M | -7.1% | -99.5% | +92.3% | +0.1% |
| YTD | -7.0% | -99.7% | +92.7% | +4.9% |
| 1Y | +13.3% | -99.9% | +113.2% | +32.6% |
| All | +13.3% | -99.9% | +113.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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