+1,516.1%
NRG vs RMBS
+195.7%
+1,320.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -3.7% |
| 7D | +3.9% | +3.5% | +0.4% | +3.2% |
| 30D | -3.0% | -8.6% | +5.6% | -1.5% |
| 3M | -10.9% | -40.3% | +29.4% | -3.4% |
| 6M | -25.3% | -1.0% | -24.3% | -27.1% |
| YTD | -26.8% | -4.6% | -22.2% | -28.8% |
| 1Y | -23.3% | +17.6% | -40.9% | -28.6% |
| 3Y | +208.6% | +58.6% | +150.0% | +164.9% |
| 5Y | +194.1% | +270.9% | -76.8% | +115.9% |
| 10Y | +1,123.6% | +569.1% | +554.5% | +699.7% |
| All | +1,516.1% | +195.7% | +1,320.4% | +748.4% |
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