Skip to content
Research
KnowledgeVisuals
Pricing↗Open the workspace↗Get a free API key↗
.orgResearchResearch — current site.netWorkspace↗Workspace — opens riskmodels.net.appAPI↗API — opens riskmodels.app
Next filing · Form 10-Q · Q2 2026 · 2 days
Next filing · Form 10-Q · Q2 2026 · 2 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 2 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four Bets
Ledger
    • Cascade Hedging and the Cost of Interpretability
    • Decile One, Not Ticker by Ticker
    • Every Position Has a Level Too
    • NVIDIA: The Economic-Profit Burden of an AI Bottleneck
    • RiskModels Quarterly Funds Report — Q1 2026
    • The Industry Beneath the Index
    • When does a spin-off start having returns?
    • Who got NVDA right before it became benchmark exposure?
  • Visuals
    • Concept graph (all)
    • Public glossary
  • Methodology
    • Filing calendar
    • API use-cases
    • Pricing↗
    • About

Concept · Point-in-time data discipline

Survivorship bias

Backtesting on a universe that excludes delisted or failed entities. Produces optimistic results.

In depth

Backtesting on a universe that excludes delisted or failed names. It quietly inflates returns — the losers that would have hurt you are missing. A point-in-time security master is the fix.

Referenced by (0)

No working paper references this concept yet.

Related concepts

Point-in-time (PIT)Look-ahead biasFiling lag
← Filing lagPoint-in-time data discipline · 4 / 4Point-in-time (PIT) →
Get a free API keyRun on your portfolio

RiskModels.org

A research surface for hierarchical orthogonal decomposition, variance attribution, and allocator-grade risk measurement. Operational APIs and developer workflows live at riskmodels.app.

Subscribe to the Quarterly Attribution Review.

Research notes on risk decomposition, fund attribution, 13F filings, and benchmark structure — a few times a quarter.

By registering, you agree to receive technical factor research and API deployment logs. RM-Registry-2026. Privacy Policy.

Sign inHomePrimerWorkspaceResearchKnowledgeConceptsReviewsLedgerReferencesAboutSubscribeMethodology noteOne-pagerAPI docsWeb appContactPrivacyStatusRSS
RiskModelsResearch/Workspace/API