+267.0%
RTX vs RMBS
+555.1%
-288.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.4% | +21.9% | -18.6% | +0.4% |
| 30D | +8.4% | -13.4% | +21.8% | +10.1% |
| 3M | -10.7% | -15.9% | +5.2% | -9.3% |
| 6M | +11.7% | -34.8% | +46.5% | +15.6% |
| YTD | +9.3% | -7.5% | +16.9% | +2.9% |
| 1Y | +13.3% | -16.9% | +30.2% | +8.4% |
| 3Y | +156.1% | +35.5% | +120.6% | +103.8% |
| 5Y | +148.5% | +254.2% | -105.7% | +31.2% |
| All | +267.0% | +555.1% | -288.1% | +35.3% |
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