-26.4%
NOW vs RMBS
+208.7%
-235.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.3% | -1.7% |
| 7D | -3.0% | -12.0% | +9.0% | -0.8% |
| 30D | -26.0% | -33.1% | +7.1% | -20.6% |
| 3M | -13.1% | -23.7% | +10.6% | -9.7% |
| 6M | +14.5% | -42.7% | +57.2% | +22.3% |
| YTD | -33.4% | -18.9% | -14.5% | -39.3% |
| 1Y | -40.6% | -30.0% | -10.6% | -43.6% |
| 3Y | -16.3% | +28.8% | -45.1% | -44.6% |
| All | -26.4% | +208.7% | -235.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling