+193.5%
NRG vs RMBS
+265.4%
-72.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -4.7% | +1.8% | -6.4% | -5.1% |
| 30D | -6.0% | -13.9% | +7.9% | -2.4% |
| 3M | -8.0% | -39.8% | +31.8% | +3.1% |
| 6M | -23.2% | -6.0% | -17.1% | -25.8% |
| YTD | -28.1% | -5.4% | -22.7% | -31.8% |
| 1Y | -27.3% | -1.8% | -25.4% | -32.5% |
| 3Y | +208.7% | +53.7% | +155.0% | +140.2% |
| All | +193.5% | +265.4% | -72.0% | +77.3% |
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