+377.6%
NEM vs RMBS
+1,284.9%
-907.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.5% |
| 7D | -6.4% | +10.3% | -16.8% | -6.7% |
| 30D | +1.4% | -10.7% | +12.1% | +1.7% |
| 3M | -0.7% | -17.2% | +16.5% | -0.3% |
| 6M | -4.5% | -39.0% | +34.5% | -3.3% |
| YTD | +14.0% | -10.5% | +24.6% | +14.1% |
| 1Y | +27.3% | -11.0% | +38.3% | +27.3% |
| 3Y | +250.5% | +31.3% | +219.2% | +244.8% |
| 5Y | +121.1% | +242.8% | -121.7% | +112.8% |
| 10Y | +358.3% | +536.9% | -178.6% | +334.7% |
| All | +377.6% | +1,284.9% | -907.4% | +383.2% |
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