-1.8%
RMBS vs RVTY
+50.6%
-52.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.4% |
| 7D | +1.8% | -4.5% | +6.3% | +4.2% |
| 30D | -13.9% | +5.5% | -19.4% | -16.5% |
| 3M | -39.8% | +22.5% | -62.3% | -47.5% |
| 6M | -6.0% | +38.9% | -44.9% | -26.5% |
| YTD | -5.4% | +28.7% | -34.1% | -19.8% |
| 1Y | -1.8% | +45.5% | -47.3% | -25.2% |
| All | -1.8% | +50.6% | -52.4% | -25.2% |
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