+155.1%
NEM vs RMBS
+265.4%
-110.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | +7.8% | -13.9% | +21.7% | +10.0% |
| 3M | +30.2% | -39.8% | +70.0% | +38.3% |
| 6M | +9.6% | -6.0% | +15.6% | +10.2% |
| YTD | +27.8% | -5.4% | +33.2% | +28.1% |
| 1Y | +60.7% | -1.8% | +62.5% | +59.6% |
| 3Y | +245.3% | +53.7% | +191.6% | +220.7% |
| All | +155.1% | +265.4% | -110.3% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling