-45.8%
NVD vs RMBS
+2.3%
-48.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.3% |
| 7D | +0.5% | +3.5% | -2.9% | +2.0% |
| 30D | -9.3% | -8.6% | -0.7% | -11.8% |
| 3M | -22.1% | -40.3% | +18.2% | -32.9% |
| 6M | -45.8% | -1.0% | -44.8% | -30.3% |
| All | -45.8% | +2.3% | -48.1% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling