+147.3%
RTX vs RMBS
+240.0%
-92.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.7% | -8.4% | +6.7% | -1.3% |
| 30D | +7.7% | -24.9% | +32.5% | +9.2% |
| 3M | -10.3% | -15.8% | +5.4% | -9.8% |
| 6M | +14.6% | -37.5% | +52.1% | +16.5% |
| YTD | +10.4% | -12.1% | +22.5% | +7.4% |
| 1Y | +13.5% | -27.0% | +40.5% | +12.0% |
| 3Y | +158.6% | +28.8% | +129.8% | +134.0% |
| 5Y | +147.3% | +236.2% | -89.0% | +73.2% |
| All | +147.3% | +240.0% | -92.8% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling