+31.9%
NXPI vs RMBS
-18.2%
+50.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.7% |
| 7D | +5.3% | -8.9% | +14.2% | +8.3% |
| 30D | +9.5% | -24.8% | +34.4% | +19.3% |
| 3M | +12.0% | -17.6% | +29.6% | +17.8% |
| 6M | -8.1% | -25.7% | +17.5% | +0.3% |
| YTD | +23.7% | -9.8% | +33.5% | +24.3% |
| 1Y | +31.9% | -17.4% | +49.3% | +34.9% |
| All | +31.9% | -18.2% | +50.1% | +34.9% |
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