+40.6%
NVDL vs RMBS
+16.3%
+24.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +11.7% | -0.3% | +12.0% | +11.9% |
| 30D | +7.8% | -12.2% | +20.0% | +14.2% |
| 3M | +3.3% | -49.5% | +52.8% | +34.6% |
| 6M | +38.9% | -7.1% | +46.0% | +34.5% |
| YTD | +28.5% | -7.0% | +35.5% | +19.7% |
| 1Y | +40.6% | +13.3% | +27.3% | +24.0% |
| All | +40.6% | +16.3% | +24.3% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling