+443.3%
NEM vs RMBS
+1,376.2%
-932.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +3.1% | +3.5% | -0.4% | +2.9% |
| 30D | +10.0% | -8.6% | +18.6% | +10.3% |
| 3M | +30.9% | -40.3% | +71.2% | +32.8% |
| 6M | +10.5% | -1.0% | +11.5% | +10.5% |
| YTD | +29.7% | -4.6% | +34.3% | +29.7% |
| 1Y | +71.1% | +17.6% | +53.6% | +70.0% |
| 3Y | +252.1% | +58.6% | +193.5% | +245.2% |
| 5Y | +157.7% | +270.9% | -113.2% | +147.9% |
| 10Y | +319.4% | +569.1% | -249.7% | +297.6% |
| All | +443.3% | +1,376.2% | -932.9% | +449.5% |
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