+138.6%
NOK vs RMBS
+566.4%
-427.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.4% |
| 7D | +11.0% | +1.8% | +9.2% | +10.5% |
| 30D | +7.8% | -13.9% | +21.7% | +11.7% |
| 3M | -21.0% | -39.8% | +18.8% | -11.6% |
| 6M | +40.9% | -6.0% | +46.9% | +41.9% |
| YTD | +72.0% | -5.4% | +77.4% | +69.9% |
| 1Y | +140.9% | -1.8% | +142.7% | +130.9% |
| 3Y | +194.3% | +53.7% | +140.6% | +130.6% |
| 5Y | +112.5% | +268.5% | -156.0% | +16.9% |
| All | +138.6% | +566.4% | -427.9% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling