+267.4%
RTX vs RMBS
+534.0%
-266.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +4.8% | +10.3% | -5.6% | +3.3% |
| 30D | +6.5% | -10.7% | +17.2% | +7.7% |
| 3M | -9.6% | -17.2% | +7.6% | -8.1% |
| 6M | +12.3% | -39.0% | +51.4% | +17.5% |
| YTD | +9.5% | -10.5% | +20.0% | +3.5% |
| 1Y | +15.8% | -11.0% | +26.8% | +9.3% |
| 3Y | +157.0% | +31.3% | +125.7% | +105.3% |
| 5Y | +148.8% | +242.8% | -94.0% | +32.0% |
| All | +267.4% | +534.0% | -266.6% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling