+1,030.0%
RMBS vs RVTY
+1,673.7%
-643.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -0.3% | +1.1% | -1.5% | -0.9% |
| 30D | -12.2% | +13.2% | -25.4% | -17.3% |
| 3M | -49.5% | +27.2% | -76.8% | -55.4% |
| 6M | -7.1% | +32.4% | -39.6% | -20.0% |
| YTD | -7.0% | +34.9% | -41.9% | -20.2% |
| 1Y | +13.3% | +52.4% | -39.0% | -8.2% |
| 3Y | +49.2% | +12.3% | +37.0% | +35.7% |
| 5Y | +250.0% | -30.8% | +280.8% | +289.4% |
| 10Y | +495.1% | +150.7% | +344.4% | +254.0% |
| All | +1,030.0% | +1,673.7% | -643.7% | +183.9% |
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 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