-99.2%
NVD vs RMBS
+60.5%
-159.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +5.1% |
| 7D | -7.7% | +3.0% | -10.6% | -5.7% |
| 30D | -5.8% | -14.4% | +8.6% | -14.1% |
| 3M | -23.2% | -42.8% | +19.6% | -44.7% |
| 6M | -49.7% | -1.4% | -48.3% | -39.6% |
| YTD | -47.7% | -5.4% | -42.3% | -36.1% |
| 1Y | -61.3% | +18.6% | -79.9% | -36.2% |
| 3Y | -99.2% | +57.3% | -156.4% | -96.6% |
| All | -99.2% | +60.5% | -159.6% | -96.6% |
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