+6,827.8%
NVO vs RMBS
+1,376.2%
+5,451.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -4.7% | +3.5% | -8.2% | -4.9% |
| 30D | -5.4% | -8.6% | +3.1% | -5.0% |
| 3M | +7.0% | -40.3% | +47.3% | +9.9% |
| 6M | +17.6% | -1.0% | +18.6% | +16.1% |
| YTD | -8.0% | -4.6% | -3.4% | -9.1% |
| 1Y | -13.8% | +17.6% | -31.4% | -16.2% |
| 3Y | -50.3% | +58.6% | -108.9% | -53.4% |
| 5Y | +0.7% | +270.9% | -270.3% | -11.3% |
| 10Y | +155.6% | +569.1% | -413.5% | +115.2% |
| All | +6,827.8% | +1,376.2% | +5,451.6% | +4,746.7% |
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 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