-38.7%
NOW vs RMBS
-18.2%
-20.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.9% |
| 7D | -27.5% | -8.9% | -18.6% | -28.2% |
| 30D | -20.0% | -24.8% | +4.8% | -22.3% |
| 3M | -7.9% | -17.6% | +9.7% | -9.2% |
| 6M | +18.3% | -25.7% | +44.0% | +16.4% |
| YTD | -29.0% | -9.8% | -19.2% | -28.3% |
| 1Y | -38.7% | -17.4% | -21.3% | -38.0% |
| All | -38.7% | -18.2% | -20.5% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling