+155.4%
RTX vs RMBS
+52.6%
+102.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -9.4% | -12.2% | +2.8% | -9.0% |
| 3M | +12.3% | -49.5% | +61.8% | +15.1% |
| 6M | -3.1% | -7.1% | +4.0% | -4.8% |
| YTD | +10.7% | -7.0% | +17.7% | +8.2% |
| 1Y | +28.4% | +13.3% | +15.1% | +23.6% |
| All | +155.4% | +52.6% | +102.8% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling