+98.0%
ZETA vs RMBS
-18.4%
+116.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.2% |
| 7D | +18.1% | +10.3% | +7.8% | +16.7% |
| 30D | +13.6% | -10.7% | +24.3% | +14.7% |
| 3M | +23.7% | -17.2% | +40.9% | +25.7% |
| 6M | +128.5% | -39.0% | +167.5% | +138.5% |
| YTD | +80.1% | -10.5% | +90.6% | +67.2% |
| 1Y | +98.0% | -11.0% | +109.0% | +83.3% |
| All | +98.0% | -18.4% | +116.4% | +83.3% |
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