+235.9%
NVDA vs RMBS
+32.1%
+203.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.8% |
| 7D | -12.7% | +10.3% | -23.1% | -16.1% |
| 30D | -26.4% | -10.7% | -15.7% | -23.9% |
| 3M | -27.6% | -17.2% | -10.4% | -23.7% |
| 6M | -27.7% | -39.0% | +11.3% | -17.4% |
| YTD | -12.5% | -10.5% | -2.0% | -20.8% |
| 1Y | -12.6% | -11.0% | -1.7% | -21.1% |
| 3Y | +235.9% | +31.3% | +204.6% | +117.1% |
| All | +235.9% | +32.1% | +203.9% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling