+28.8%
RMBS vs ROIV
+314.9%
-286.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.2% | +0.8% | +4.0% |
| 7D | -12.0% | +5.3% | -17.3% | -14.0% |
| 30D | -33.1% | +11.9% | -45.0% | -36.6% |
| 3M | -23.7% | +10.7% | -34.4% | -28.5% |
| 6M | -42.7% | +34.9% | -77.6% | -51.7% |
| YTD | -18.9% | +79.2% | -98.1% | -41.5% |
| 1Y | -30.0% | +89.0% | -119.0% | -51.4% |
| 3Y | +28.8% | +337.3% | -308.5% | -44.7% |
| All | +28.8% | +314.9% | -286.1% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling