RVB-MAKER-01

Delta-hedged liquidity provision across two venues.

Real capital

Net asset value: $1,811.08
Since inception: +1.826%
Last session: -0.065%
Opened: 10 Sept 2026

Annualised statistics, such as the Sharpe ratio, volatility and annual return, are published once an account has 60 marked sessions and 30 round trips; this one has 29 marked sessions. Cumulative return, daily returns and the drawdown path are shown in full below.

Performance

PortfolioSession closeCash

Last point: session of 08 Oct 2026 (close 21:00 UTC). Next point at the next close.

Account equity from 303 broker readings (per round trip, plus one point at each session close). Dots mark each session’s official closing value. The comparison line is cash, accrued on this account’s own calendar; an equity index is not a like-for-like comparison for a market-neutral portfolio.

Daily and cumulative result

Daily result (USD)

Cumulative result

The combined result of both legs, in USD, one row per day of this account’s own calendar (day ends 21:00 UTC). The percentage view is the running total against the capital at inception ($1,796.40), not the compounded return above.

Round trips

Round trips: 72
Net capture, mean: +0.45 USD
Median holding: 3.7 h
Funding share of net: 19.2%
Outcomes: 56 up of 72

Net result, all round trips: +32.20 USD
Funding, cumulative: +6.17 USD
Fees paid: 6.45 USD

The net result covers closed round trips only, so it differs from the cumulative result charted above, which includes every published day.

A round trip is a position opened and closed, with both legs combined.

Risk and statistics

Position

Net asset value: $1,811.08
Cumulative return: +1.826%
Marked sessions: 29

Return

Best session: +0.421%
Worst session: -0.081%
Winning sessions · of 29 observations: 18 up · 6 down

Daily returns

Every session since inception.

Drawdown

Equity against its own running maximum.

Distribution of daily returns

How daily returns are spread, session by session.

Return spread by horizon

Whiskers are the minimum and maximum, the box the interquartile range, the line the median. A weekly or monthly row can include a partial first or last period.

Daily · 29 observations-0.08% … +0.42%

Monthly returns

Shaded against the largest month so far. An asterisk marks a partial month (record begins mid-month; record ends mid-month). Hover a cell for the sessions behind it.

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	·	·	·	·	·	·	·	·	+1.75%*	+0.08%*	·	·

Worst drawdowns

Each decline from a peak, its depth and how long it lasted.

Started	Trough	Recovered	Depth	Sessions
07 Oct 2026	08 Oct 2026	ongoing	-0.147%	2
16 Sept 2026	17 Sept 2026	18 Sept 2026	-0.099%	3
13 Sept 2026	13 Sept 2026	14 Sept 2026	-0.024%	2
19 Sept 2026	19 Sept 2026	21 Sept 2026	-0.008%	3

Computed by the firm’s metrics module and published as data. Annualised figures are added here once they are published.

Account and evidence

Type: Real capital
Reference: sha256:d1d2e72a37083261
Currency: USD
Equity resolution: per round trip, plus one point at each session close · 303 readings
Record: 29 chained snapshots
Methodology: Methodology note

13 of this portfolio’s 29 chained records were added to the chain later, after the sessions they describe. Each entry in CHAIN.jsonl records both dates.

This portfolio’s data published 09 Oct 2026, 11:42 UTC · statistics as of 08 Oct 2026 · 209 chained records across all portfolios.