+506.3%
NOW vs RMBS
+536.4%
-30.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.7% | -8.4% | -0.3% | -7.0% |
| 30D | -29.3% | -24.9% | -4.4% | -24.4% |
| 3M | -21.8% | -15.8% | -6.1% | -19.8% |
| 6M | +9.2% | -37.5% | +46.8% | +16.5% |
| YTD | -35.0% | -12.1% | -22.9% | -42.8% |
| 1Y | -42.5% | -27.0% | -15.5% | -46.2% |
| 3Y | -21.5% | +28.8% | -50.4% | -49.3% |
| 5Y | -25.8% | +236.2% | -262.0% | -72.6% |
| 10Y | +506.3% | +546.6% | -40.3% | +37.8% |
| All | +506.3% | +536.4% | -30.1% | +37.8% |
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