+987.3%
RMBS vs RVTY
+2,003.9%
-1,016.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +10.3% | -0.5% | +10.8% | +10.7% |
| 30D | -10.7% | +1.5% | -12.3% | -10.9% |
| 3M | -17.2% | +31.5% | -48.7% | -27.4% |
| 6M | -39.0% | +62.7% | -101.7% | -52.3% |
| YTD | -10.5% | +60.0% | -70.5% | -29.3% |
| 1Y | -11.0% | +65.7% | -76.7% | -30.9% |
| 3Y | +31.3% | +85.2% | -53.9% | -5.0% |
| 5Y | +242.8% | -14.9% | +257.7% | +246.3% |
| 10Y | +536.9% | +211.9% | +325.1% | +242.4% |
| All | +987.3% | +2,003.9% | -1,016.5% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling