+271.4%
RMBS vs VOO
+81.4%
+190.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.7% |
| 7D | +3.5% | -0.4% | +3.8% | +4.1% |
| 30D | -8.6% | -1.4% | -7.2% | -6.2% |
| 3M | -40.3% | +3.7% | -44.0% | -43.5% |
| 6M | -1.0% | +13.0% | -14.0% | -18.2% |
| YTD | -4.6% | +12.4% | -17.1% | -19.7% |
| 1Y | +17.6% | +18.6% | -1.0% | -7.9% |
| 3Y | +58.6% | +78.1% | -19.4% | -26.3% |
| All | +271.4% | +81.4% | +190.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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