+18.6%
RMBS vs ROIV
+221.6%
-203.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | -6.0% |
| 7D | +3.0% | +20.2% | -17.2% | -5.3% |
| 30D | -14.4% | +14.1% | -28.6% | -19.4% |
| 3M | -42.8% | +45.6% | -88.4% | -51.2% |
| 6M | -1.4% | +44.1% | -45.5% | -16.5% |
| YTD | -5.4% | +91.2% | -96.6% | -28.5% |
| 1Y | +18.6% | +221.3% | -202.7% | -27.9% |
| All | +18.6% | +221.6% | -203.0% | -27.9% |
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