+270.9%
RMBS vs RVTY
-34.2%
+305.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.2% |
| 7D | +3.5% | -5.4% | +8.9% | +6.4% |
| 30D | -8.6% | +6.7% | -15.3% | -11.8% |
| 3M | -40.3% | +19.0% | -59.3% | -46.3% |
| 6M | -1.0% | +34.6% | -35.6% | -17.2% |
| YTD | -4.6% | +28.3% | -32.9% | -17.6% |
| 1Y | +17.6% | +46.0% | -28.5% | -5.1% |
| 3Y | +58.6% | +16.9% | +41.8% | +38.6% |
| 5Y | +270.9% | -32.9% | +303.8% | +309.9% |
| All | +270.9% | -34.2% | +305.1% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling