+508.6%
RMBS vs NTR
+97.9%
+410.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.8% | -1.3% | +3.1% | +2.2% |
| 30D | -13.9% | +16.8% | -30.7% | -18.3% |
| 3M | -39.8% | +20.7% | -60.5% | -43.9% |
| 6M | -6.0% | +0.5% | -6.5% | -7.7% |
| YTD | -5.4% | +29.2% | -34.5% | -15.4% |
| 1Y | -1.8% | +39.6% | -41.4% | -15.2% |
| 3Y | +53.7% | +37.9% | +15.8% | +30.7% |
| 5Y | +268.5% | +47.1% | +221.5% | +178.4% |
| All | +508.6% | +97.9% | +410.7% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling