+115.1%
NOK vs RMBS
+265.4%
-150.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.4% |
| 7D | +11.0% | +1.8% | +9.2% | +10.6% |
| 30D | +7.8% | -13.9% | +21.7% | +11.1% |
| 3M | -21.0% | -39.8% | +18.8% | -13.6% |
| 6M | +40.9% | -6.0% | +46.9% | +43.3% |
| YTD | +72.0% | -5.4% | +77.4% | +72.5% |
| 1Y | +140.9% | -1.8% | +142.7% | +136.0% |
| 3Y | +194.3% | +53.7% | +140.6% | +147.4% |
| All | +115.1% | +265.4% | -150.3% | +26.7% |
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