+302.6%
RMBS vs ROIV
+270.3%
+32.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.2% | +0.8% | +5.8% |
| 7D | -12.0% | +5.3% | -17.3% | -12.8% |
| 30D | -33.1% | +11.9% | -45.0% | -34.5% |
| 3M | -23.7% | +10.7% | -34.4% | -25.5% |
| 6M | -42.7% | +34.9% | -77.6% | -46.0% |
| YTD | -18.9% | +79.2% | -98.1% | -27.4% |
| 1Y | -30.0% | +89.0% | -119.0% | -38.0% |
| 3Y | +28.8% | +337.3% | -308.5% | +0.7% |
| 5Y | +210.5% | +402.3% | -191.8% | +117.4% |
| All | +302.6% | +270.3% | +32.4% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling