+293.1%
ZETA vs RMBS
+249.7%
+43.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +26.5% | +21.9% | +4.5% | +18.9% |
| 30D | +10.3% | -13.4% | +23.7% | +14.8% |
| 3M | +30.5% | -15.9% | +46.4% | +35.6% |
| 6M | +129.4% | -34.8% | +164.1% | +148.6% |
| YTD | +83.1% | -7.5% | +90.7% | +62.1% |
| 1Y | +82.1% | -16.9% | +98.9% | +68.1% |
| 3Y | +352.3% | +35.5% | +316.8% | +204.4% |
| 5Y | +293.1% | +254.2% | +39.0% | +7.1% |
| All | +293.1% | +249.7% | +43.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling