+359.0%
RMBS vs ROIV
+280.9%
+78.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.4% |
| 7D | +21.9% | +9.2% | +12.7% | +20.0% |
| 30D | -13.4% | +19.9% | -33.4% | -16.3% |
| 3M | -15.9% | +10.6% | -26.5% | -17.8% |
| 6M | -34.8% | +36.1% | -70.8% | -38.7% |
| YTD | -7.5% | +84.3% | -91.8% | -17.6% |
| 1Y | -16.9% | +87.6% | -104.4% | -26.3% |
| 3Y | +35.5% | +353.9% | -318.4% | +5.3% |
| 5Y | +254.2% | +376.1% | -121.9% | +146.6% |
| All | +359.0% | +280.9% | +78.2% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling