+57.2%
RMBS vs NVDX
+772.1%
-715.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.8% | -10.2% | +12.0% | +5.7% |
| 30D | -13.9% | -7.3% | -6.6% | -12.1% |
| 3M | -39.8% | +5.5% | -45.3% | -41.6% |
| 6M | -6.0% | +18.3% | -24.3% | -13.3% |
| YTD | -5.4% | +11.4% | -16.8% | -11.8% |
| 1Y | -1.8% | +12.7% | -14.5% | -9.6% |
| All | +57.2% | +772.1% | -715.0% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling