-54.2%
NVD vs RMBS
+11.7%
-65.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +1.1% |
| 7D | +10.8% | +1.8% | +9.1% | +11.7% |
| 30D | +0.8% | -13.9% | +14.7% | -4.6% |
| 3M | -20.8% | -39.8% | +19.0% | -32.7% |
| 6M | -41.2% | -6.0% | -35.1% | -34.0% |
| YTD | -44.2% | -5.4% | -38.8% | -33.6% |
| 1Y | -54.2% | -1.8% | -52.3% | -40.9% |
| All | -54.2% | +11.7% | -65.9% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling