-6.0%
RMBS vs NYT
-14.5%
+8.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | +1.8% | -0.6% | +2.4% | +1.7% |
| 30D | -13.9% | +4.6% | -18.5% | -13.3% |
| 3M | -39.8% | -9.6% | -30.2% | -38.8% |
| 6M | -6.0% | -14.0% | +8.0% | -1.9% |
| All | -6.0% | -14.5% | +8.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 6mo: compounded portfolio wealth divided by compounded NYT 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…
6mo analysis · Full analysis span regression · 6 months rolling