+280.0%
RTX vs RMBS
+554.0%
-274.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | -11.2% | -11.5% | +0.3% | -9.7% |
| 3M | +12.0% | -38.2% | +50.3% | +19.1% |
| 6M | -3.6% | -4.8% | +1.2% | -7.5% |
| YTD | +9.2% | -7.1% | +16.3% | +3.7% |
| 1Y | +29.7% | +10.7% | +19.0% | +16.8% |
| 3Y | +152.0% | +54.5% | +97.5% | +92.8% |
| 5Y | +165.8% | +261.7% | -95.9% | +40.6% |
| All | +280.0% | +554.0% | -274.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling