+72.7%
NEM vs RMBS
+16.3%
+56.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +23.1% | -12.2% | +35.2% | +26.4% |
| 3M | +18.5% | -49.5% | +68.0% | +36.1% |
| 6M | +7.8% | -7.1% | +14.9% | +8.8% |
| YTD | +29.1% | -7.0% | +36.1% | +30.3% |
| 1Y | +72.7% | +13.3% | +59.3% | +73.3% |
| All | +72.7% | +16.3% | +56.4% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling