+212.4%
NXPI vs RMBS
+534.0%
-321.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.7% |
| 7D | +6.8% | +10.3% | -3.6% | +1.6% |
| 30D | +20.0% | -10.7% | +30.8% | +25.2% |
| 3M | +14.8% | -17.2% | +32.0% | +22.8% |
| 6M | -10.5% | -39.0% | +28.6% | +8.3% |
| YTD | +23.7% | -10.5% | +34.2% | +13.4% |
| 1Y | +34.1% | -11.0% | +45.0% | +22.3% |
| 3Y | +51.2% | +31.3% | +19.9% | -5.6% |
| 5Y | +33.4% | +242.8% | -209.4% | -59.2% |
| All | +212.4% | +534.0% | -321.6% | -42.8% |
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