-99.1%
NVD vs RMBS
+60.6%
-159.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +1.6% |
| 7D | +10.8% | +1.8% | +9.1% | +12.3% |
| 30D | +0.8% | -13.9% | +14.7% | -8.1% |
| 3M | -20.8% | -39.8% | +19.0% | -41.1% |
| 6M | -41.2% | -6.0% | -35.1% | -32.0% |
| YTD | -44.2% | -5.4% | -38.8% | -31.7% |
| 1Y | -54.2% | -1.8% | -52.3% | -37.0% |
| 3Y | -99.1% | +53.7% | -152.8% | -96.5% |
| All | -99.1% | +60.6% | -159.7% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling