+440.3%
NOK vs RMBS
+1,363.4%
-923.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.9% |
| 7D | +7.3% | +3.0% | +4.3% | +6.7% |
| 30D | +13.8% | -14.4% | +28.2% | +17.0% |
| 3M | -27.0% | -42.8% | +15.8% | -19.4% |
| 6M | +37.6% | -1.4% | +39.0% | +36.6% |
| YTD | +64.6% | -5.4% | +70.0% | +62.6% |
| 1Y | +132.0% | +18.6% | +113.5% | +116.7% |
| 3Y | +183.7% | +57.3% | +126.4% | +138.7% |
| 5Y | +101.3% | +265.7% | -164.4% | +43.2% |
| 10Y | +122.4% | +546.0% | -423.6% | +39.5% |
| All | +440.3% | +1,363.4% | -923.1% | +59.1% |
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