+1,988.6%
NOW vs RMBS
+1,301.7%
+686.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.6% | -1.3% |
| 7D | -3.1% | -3.9% | +0.8% | -2.5% |
| 30D | -27.0% | -24.9% | -2.2% | -22.2% |
| 3M | -17.7% | -20.5% | +2.8% | -14.5% |
| 6M | +12.7% | -37.5% | +50.2% | +19.9% |
| YTD | -32.9% | -12.1% | -20.8% | -39.8% |
| 1Y | -40.4% | -25.0% | -15.4% | -44.1% |
| 3Y | -17.1% | +36.1% | -53.2% | -43.5% |
| 5Y | -25.7% | +236.1% | -261.8% | -65.1% |
| 10Y | +504.6% | +541.3% | -36.7% | +118.6% |
| All | +1,988.6% | +1,301.7% | +686.9% | +565.0% |
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 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