+13.3%
RMBS vs NTRS
+47.2%
-33.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.8% |
| 30D | -12.2% | +1.7% | -13.9% | -13.8% |
| 3M | -49.5% | +8.9% | -58.4% | -54.3% |
| 6M | -7.1% | +30.6% | -37.7% | -33.3% |
| YTD | -7.0% | +38.7% | -45.7% | -36.9% |
| 1Y | +13.3% | +48.1% | -34.8% | -28.0% |
| All | +13.3% | +47.2% | -33.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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