+67.8%
ZETA vs RMBS
+16.3%
+51.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +15.8% | -12.2% | +28.0% | +18.2% |
| 3M | +35.4% | -49.5% | +85.0% | +53.2% |
| 6M | +67.1% | -7.1% | +74.3% | +50.6% |
| YTD | +54.1% | -7.0% | +61.1% | +35.0% |
| 1Y | +67.8% | +13.3% | +54.5% | +32.9% |
| All | +67.8% | +16.3% | +51.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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