-27.3%
NRG vs RMBS
+11.7%
-39.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | -4.7% | +1.8% | -6.4% | -5.0% |
| 30D | -6.0% | -13.9% | +7.9% | -2.8% |
| 3M | -8.0% | -39.8% | +31.8% | +2.2% |
| 6M | -23.2% | -6.0% | -17.1% | -27.0% |
| YTD | -28.1% | -5.4% | -22.7% | -34.0% |
| 1Y | -27.3% | -1.8% | -25.4% | -33.8% |
| All | -27.3% | +11.7% | -39.0% | -33.8% |
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 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