+266.8%
RMBS vs NTR
+45.7%
+221.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.8% | -1.3% | +3.1% | +2.1% |
| 30D | -13.9% | +16.8% | -30.7% | -16.9% |
| 3M | -39.8% | +20.7% | -60.5% | -42.6% |
| 6M | -6.0% | +0.5% | -6.5% | -7.0% |
| YTD | -5.4% | +29.2% | -34.5% | -12.7% |
| 1Y | -1.8% | +39.6% | -41.4% | -11.6% |
| 3Y | +53.7% | +37.9% | +15.8% | +36.2% |
| All | +266.8% | +45.7% | +221.1% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling