-31.6%
ZS vs RMBS
-18.2%
-13.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.1% |
| 7D | -12.3% | -8.9% | -3.3% | -12.0% |
| 30D | +11.2% | -24.8% | +36.1% | +11.9% |
| 3M | +37.5% | -17.6% | +55.1% | +38.2% |
| 6M | +57.8% | -25.7% | +83.5% | +60.1% |
| YTD | -0.2% | -9.8% | +9.6% | -1.4% |
| 1Y | -31.6% | -17.4% | -14.3% | -31.9% |
| All | -31.6% | -18.2% | -13.4% | -31.9% |
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