+13.3%
RMBS vs NVDX
+34.6%
-21.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | -0.3% | +11.6% | -12.0% | -5.5% |
| 30D | -12.2% | +7.5% | -19.7% | -15.7% |
| 3M | -49.5% | +2.1% | -51.7% | -50.8% |
| 6M | -7.1% | +35.5% | -42.7% | -23.5% |
| YTD | -7.0% | +24.1% | -31.1% | -21.9% |
| 1Y | +13.3% | +33.0% | -19.6% | -7.6% |
| All | +13.3% | +34.6% | -21.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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