+898.3%
NVDA vs RMBS
+267.8%
+630.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.3% | +3.5% | -3.8% | -2.0% |
| 30D | +2.8% | -8.6% | +11.4% | +7.2% |
| 3M | +7.4% | -40.3% | +47.7% | +34.4% |
| 6M | +22.6% | -1.0% | +23.6% | +8.5% |
| YTD | +20.1% | -4.6% | +24.7% | +3.2% |
| 1Y | +31.2% | +17.6% | +13.6% | -7.0% |
| 3Y | +391.7% | +58.6% | +333.1% | +137.4% |
| All | +898.3% | +267.8% | +630.5% | +86.3% |
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 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