+243.8%
ZETA vs RMBS
+337.7%
-93.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | -6.5% | +1.2% | -7.7% | -6.9% |
| 30D | +4.8% | -11.5% | +16.3% | +8.4% |
| 3M | +53.3% | -38.2% | +91.5% | +73.9% |
| 6M | +66.8% | -4.8% | +71.6% | +51.9% |
| YTD | +50.2% | -7.1% | +57.3% | +35.1% |
| 1Y | +62.0% | +10.7% | +51.4% | +34.1% |
| 3Y | +276.4% | +54.5% | +221.9% | +141.7% |
| 5Y | +341.6% | +261.7% | +80.0% | +51.3% |
| All | +243.8% | +337.7% | -93.9% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling