+369.4%
RMBS vs ROIV
+295.0%
+74.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | -1.9% |
| 7D | +3.0% | +20.2% | -17.2% | -0.9% |
| 30D | -14.4% | +14.1% | -28.6% | -16.8% |
| 3M | -42.8% | +45.6% | -88.4% | -46.8% |
| 6M | -1.4% | +44.1% | -45.5% | -8.2% |
| YTD | -5.4% | +91.2% | -96.6% | -16.2% |
| 1Y | +18.6% | +221.3% | -202.7% | -3.6% |
| 3Y | +57.3% | +229.2% | -171.9% | +25.3% |
| 5Y | +265.7% | +316.5% | -50.8% | +166.7% |
| All | +369.4% | +295.0% | +74.4% | +253.2% |
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