-16.3%
NOW vs RMBS
+28.3%
-44.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.3% | -1.1% |
| 7D | -3.0% | -12.0% | +9.0% | -1.9% |
| 30D | -26.0% | -33.1% | +7.1% | -23.4% |
| 3M | -13.1% | -23.7% | +10.6% | -11.3% |
| 6M | +14.5% | -42.7% | +57.2% | +18.7% |
| YTD | -33.4% | -18.9% | -14.5% | -37.7% |
| 1Y | -40.6% | -30.0% | -10.6% | -42.8% |
| 3Y | -16.3% | +28.8% | -45.1% | -38.0% |
| All | -16.3% | +28.3% | -44.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling