-11.0%
RMBS vs ROIV
+87.6%
-98.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.8% |
| 7D | +10.3% | +1.7% | +8.7% | +9.7% |
| 30D | -10.7% | +17.6% | -28.3% | -15.5% |
| 3M | -17.2% | +9.0% | -26.2% | -20.5% |
| 6M | -39.0% | +35.3% | -74.3% | -46.1% |
| YTD | -10.5% | +82.2% | -92.7% | -27.8% |
| 1Y | -11.0% | +92.3% | -103.2% | -24.8% |
| All | -11.0% | +87.6% | -98.6% | -24.8% |
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