-1.8%
RMBS vs NVDX
+9.6%
-11.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.8% | -10.2% | +12.0% | +6.9% |
| 30D | -13.9% | -7.3% | -6.6% | -11.5% |
| 3M | -39.8% | +5.5% | -45.3% | -42.5% |
| 6M | -6.0% | +18.3% | -24.3% | -17.8% |
| YTD | -5.4% | +11.4% | -16.8% | -16.7% |
| 1Y | -1.8% | +12.7% | -14.5% | -15.4% |
| All | -1.8% | +9.6% | -11.4% | -15.4% |
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