-18.6%
NRG vs RMBS
+16.3%
-34.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +6.1% |
| 7D | +7.1% | -0.3% | +7.5% | +7.2% |
| 30D | -1.4% | -12.2% | +10.8% | +1.2% |
| 3M | -10.5% | -49.5% | +39.1% | +2.9% |
| 6M | -26.7% | -7.1% | -19.6% | -29.7% |
| YTD | -24.5% | -7.0% | -17.5% | -29.5% |
| 1Y | -18.6% | +13.3% | -31.9% | -23.0% |
| All | -18.6% | +16.3% | -34.8% | -23.0% |
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 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