+3,636.4%
NEE vs RMBS
+1,363.4%
+2,273.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +1.1% | +3.0% | -1.9% | +1.0% |
| 30D | -0.2% | -14.4% | +14.2% | +0.4% |
| 3M | +0.5% | -42.8% | +43.4% | +2.5% |
| 6M | -6.5% | -1.4% | -5.1% | -7.2% |
| YTD | +6.7% | -5.4% | +12.1% | +5.8% |
| 1Y | +23.6% | +18.6% | +5.0% | +21.0% |
| 3Y | +37.1% | +57.3% | -20.1% | +30.7% |
| 5Y | +10.9% | +265.7% | -254.8% | +1.3% |
| 10Y | +245.4% | +546.0% | -300.7% | +205.7% |
| All | +3,636.4% | +1,363.4% | +2,273.0% | +2,856.1% |
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