+1,601.0%
NI vs RMBS
+1,363.4%
+237.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +1.2% |
| 7D | +2.3% | +3.0% | -0.7% | +2.2% |
| 30D | -1.7% | -14.4% | +12.7% | -1.0% |
| 3M | -8.0% | -42.8% | +34.8% | -5.9% |
| 6M | -8.6% | -1.4% | -7.2% | -9.4% |
| YTD | +2.3% | -5.4% | +7.8% | +1.4% |
| 1Y | +6.9% | +18.6% | -11.6% | +4.4% |
| 3Y | +70.6% | +57.3% | +13.3% | +61.9% |
| 5Y | +96.4% | +265.7% | -169.3% | +77.6% |
| 10Y | +136.1% | +546.0% | -409.9% | +105.9% |
| All | +1,601.0% | +1,363.4% | +237.5% | +1,240.0% |
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 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