+0.6%
ZS vs RMBS
+56.5%
-55.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -3.8% | +3.5% | -7.3% | -4.5% |
| 30D | -6.0% | -8.6% | +2.6% | -4.6% |
| 3M | +32.0% | -40.3% | +72.3% | +43.6% |
| 6M | +2.1% | -1.0% | +3.1% | -4.4% |
| YTD | -26.2% | -4.6% | -21.5% | -31.3% |
| 1Y | -41.2% | +17.6% | -58.7% | -49.8% |
| All | +0.6% | +56.5% | -55.9% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling