+1,960.4%
NSC vs RMBS
+1,339.3%
+621.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -3.2% | -12.2% | +9.0% | -2.1% |
| 3M | +7.7% | -49.5% | +57.2% | +14.1% |
| 6M | +4.5% | -7.1% | +11.7% | +3.2% |
| YTD | +15.6% | -7.0% | +22.6% | +13.3% |
| 1Y | +19.8% | +13.3% | +6.5% | +14.3% |
| 3Y | +70.1% | +49.2% | +20.9% | +53.6% |
| 5Y | +46.1% | +250.0% | -203.8% | +19.9% |
| 10Y | +328.1% | +495.1% | -167.0% | +231.0% |
| All | +1,960.4% | +1,339.3% | +621.1% | +1,062.2% |
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