+98.1%
NU vs RMBS
+55.3%
+42.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.0% |
| 7D | -4.9% | +1.8% | -6.6% | -5.2% |
| 30D | +7.8% | -13.9% | +21.7% | +10.8% |
| 3M | +20.9% | -39.8% | +60.7% | +31.6% |
| 6M | +0.9% | -6.0% | +6.9% | -4.4% |
| YTD | -12.7% | -5.4% | -7.3% | -18.6% |
| 1Y | -6.4% | -1.8% | -4.6% | -15.1% |
| 3Y | +98.1% | +53.7% | +44.4% | +48.4% |
| All | +98.1% | +55.3% | +42.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling