+136.0%
NVO vs RMBS
+566.4%
-430.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.4% |
| 7D | -7.6% | +1.8% | -9.3% | -7.8% |
| 30D | -6.0% | -13.9% | +7.9% | -4.5% |
| 3M | -0.8% | -39.8% | +39.0% | +4.5% |
| 6M | +16.5% | -6.0% | +22.5% | +13.2% |
| YTD | -11.1% | -5.4% | -5.8% | -13.8% |
| 1Y | -16.7% | -1.8% | -14.9% | -20.2% |
| 3Y | -52.9% | +53.7% | -106.6% | -59.8% |
| 5Y | -3.0% | +268.5% | -271.5% | -32.3% |
| All | +136.0% | +566.4% | -430.4% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling