-17.4%
RMBS vs RVTY
+74.0%
-91.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -4.8% |
| 7D | -8.9% | -3.6% | -5.4% | -7.4% |
| 30D | -24.8% | +1.4% | -26.2% | -25.2% |
| 3M | -17.6% | +43.2% | -60.7% | -30.8% |
| 6M | -25.7% | +84.5% | -110.1% | -48.4% |
| YTD | -9.8% | +65.2% | -75.0% | -30.0% |
| 1Y | -17.4% | +74.3% | -91.7% | -35.9% |
| All | -17.4% | +74.0% | -91.3% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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