+55.5%
ZM vs RMBS
+643.3%
-587.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.1% |
| 7D | +1.6% | +3.0% | -1.3% | +1.1% |
| 30D | -7.7% | -14.4% | +6.7% | -5.3% |
| 3M | -4.7% | -42.8% | +38.2% | +4.5% |
| 6M | +24.4% | -1.4% | +25.8% | +18.0% |
| YTD | +11.8% | -5.4% | +17.2% | +5.4% |
| 1Y | +13.4% | +18.6% | -5.2% | -1.1% |
| 3Y | +33.8% | +57.3% | -23.4% | +0.1% |
| 5Y | -67.2% | +265.7% | -332.9% | -81.4% |
| All | +55.5% | +643.3% | -587.7% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling