+2,805.5%
RTX vs RMBS
+1,331.1%
+1,474.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.4% | +21.9% | -18.6% | +1.6% |
| 30D | +8.4% | -13.4% | +21.8% | +9.4% |
| 3M | -10.7% | -15.9% | +5.2% | -9.8% |
| 6M | +11.7% | -34.8% | +46.5% | +14.1% |
| YTD | +9.3% | -7.5% | +16.9% | +6.8% |
| 1Y | +13.3% | -16.9% | +30.2% | +11.6% |
| 3Y | +156.1% | +35.5% | +120.6% | +133.8% |
| 5Y | +148.5% | +254.2% | -105.7% | +104.6% |
| 10Y | +263.6% | +558.2% | -294.5% | +180.7% |
| All | +2,805.5% | +1,331.1% | +1,474.4% | +1,505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling