+45.2%
NU vs RMBS
+201.2%
-156.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.4% |
| 7D | -2.6% | +3.5% | -6.1% | -3.6% |
| 30D | +8.2% | -8.6% | +16.8% | +10.8% |
| 3M | +26.3% | -40.3% | +66.6% | +44.0% |
| 6M | +2.2% | -1.0% | +3.2% | -7.1% |
| YTD | -10.4% | -4.6% | -5.8% | -19.6% |
| 1Y | -3.0% | +17.6% | -20.5% | -22.8% |
| 3Y | +120.3% | +58.6% | +61.6% | +31.1% |
| All | +45.2% | +201.2% | -156.0% | -60.7% |
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