+1,747.1%
NXPI vs RMBS
+355.5%
+1,391.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +0.7% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | -1.4% | -12.2% | +10.7% | +3.6% |
| 3M | -29.1% | -49.5% | +20.5% | -7.6% |
| 6M | +6.2% | -7.1% | +13.4% | +3.8% |
| YTD | +5.9% | -7.0% | +12.9% | +0.6% |
| 1Y | +2.9% | +13.3% | -10.5% | -12.9% |
| 3Y | +14.5% | +49.2% | -34.8% | -20.2% |
| 5Y | +17.1% | +250.0% | -232.9% | -43.6% |
| 10Y | +193.4% | +495.1% | -301.8% | +13.0% |
| All | +1,747.1% | +355.5% | +1,391.6% | +470.3% |
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