+2,841.1%
RTX vs RMBS
+1,339.3%
+1,501.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -9.4% | -12.2% | +2.8% | -8.5% |
| 3M | +12.3% | -49.5% | +61.8% | +18.2% |
| 6M | -3.1% | -7.1% | +4.0% | -4.4% |
| YTD | +10.7% | -7.0% | +17.7% | +8.6% |
| 1Y | +28.4% | +13.3% | +15.1% | +23.0% |
| 3Y | +147.1% | +49.2% | +97.8% | +124.1% |
| 5Y | +167.2% | +250.0% | -82.7% | +121.4% |
| 10Y | +274.7% | +495.1% | -220.4% | +192.9% |
| All | +2,841.1% | +1,339.3% | +1,501.8% | +1,532.4% |
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