+174.3%
RMBS vs VO
+827.2%
-653.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.6% |
| 7D | -0.3% | -0.3% | -0.1% | 0.0% |
| 30D | -12.2% | -0.3% | -11.8% | -11.7% |
| 3M | -49.5% | +2.9% | -52.5% | -50.9% |
| 6M | -7.1% | +9.3% | -16.5% | -15.1% |
| YTD | -7.0% | +14.2% | -21.2% | -18.6% |
| 1Y | +13.3% | +15.3% | -1.9% | -0.7% |
| 3Y | +49.2% | +56.2% | -7.0% | -4.0% |
| 5Y | +250.0% | +42.4% | +207.5% | +152.6% |
| 10Y | +495.1% | +194.7% | +300.4% | +83.2% |
| All | +174.3% | +827.2% | -653.0% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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