-42.5%
NOW vs RMBS
-27.4%
-15.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.7% | -8.4% | -0.3% | -9.4% |
| 30D | -29.3% | -24.9% | -4.4% | -31.3% |
| 3M | -21.8% | -15.8% | -6.1% | -22.7% |
| 6M | +9.2% | -37.5% | +46.8% | +6.7% |
| YTD | -35.0% | -12.1% | -22.9% | -34.2% |
| 1Y | -42.5% | -27.0% | -15.5% | -40.7% |
| All | -42.5% | -27.4% | -15.1% | -40.7% |
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 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