+129.4%
ZETA vs RMBS
-34.4%
+163.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | +26.5% | +21.9% | +4.5% | +24.0% |
| 30D | +10.3% | -13.4% | +23.7% | +10.3% |
| 3M | +30.5% | -15.9% | +46.4% | +31.1% |
| 6M | +129.4% | -34.8% | +164.1% | +130.8% |
| All | +129.4% | -34.4% | +163.8% | +130.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling