+2,771.1%
NOW vs RMBS
+1,383.7%
+1,387.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | +20.5% | -12.2% | +32.7% | +24.1% |
| 3M | +18.3% | -49.5% | +67.9% | +38.2% |
| 6M | +24.1% | -7.1% | +31.2% | +14.4% |
| YTD | -7.8% | -7.0% | -0.8% | -17.2% |
| 1Y | -21.4% | +13.3% | -34.7% | -36.2% |
| 3Y | +19.5% | +49.2% | -29.7% | -20.2% |
| 5Y | +4.1% | +250.0% | -245.9% | -50.8% |
| 10Y | +826.4% | +495.1% | +331.3% | +244.7% |
| All | +2,771.1% | +1,383.7% | +1,387.5% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling