+13.3%
RMBS vs ROIV
+177.7%
-164.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | -0.3% | +0.6% | -1.0% | -0.6% |
| 30D | -12.2% | +1.0% | -13.1% | -12.6% |
| 3M | -49.5% | +18.3% | -67.8% | -52.6% |
| 6M | -7.1% | +18.3% | -25.5% | -14.0% |
| YTD | -7.0% | +61.0% | -68.0% | -23.8% |
| 1Y | +13.3% | +177.9% | -164.5% | -25.6% |
| All | +13.3% | +177.7% | -164.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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