+546.6%
RMBS vs RVTY
+139.0%
+407.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.4% |
| 7D | +1.2% | -7.4% | +8.6% | +5.3% |
| 30D | -11.5% | +4.5% | -16.0% | -13.7% |
| 3M | -38.2% | +19.5% | -57.7% | -44.7% |
| 6M | -4.8% | +34.1% | -38.9% | -20.3% |
| YTD | -7.1% | +25.3% | -32.4% | -19.0% |
| 1Y | +10.7% | +47.0% | -36.3% | -11.2% |
| 3Y | +54.5% | +14.1% | +40.4% | +36.4% |
| 5Y | +261.7% | -34.6% | +296.2% | +317.3% |
| All | +546.6% | +139.0% | +407.6% | +292.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling