+1,050.0%
RMBS vs NTRS
+1,426.5%
-376.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.0% |
| 30D | -13.9% | -0.7% | -13.2% | -13.7% |
| 3M | -39.8% | +11.3% | -51.1% | -43.5% |
| 6M | -6.0% | +35.5% | -41.5% | -20.8% |
| YTD | -5.4% | +40.6% | -45.9% | -21.3% |
| 1Y | -1.8% | +49.2% | -51.0% | -20.8% |
| 3Y | +53.7% | +167.2% | -113.6% | -9.3% |
| 5Y | +268.5% | +94.9% | +173.6% | +147.4% |
| 10Y | +563.9% | +259.5% | +304.4% | +200.1% |
| All | +1,050.0% | +1,426.5% | -376.4% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling