+1,026.1%
OMC vs RMBS
+1,363.4%
-337.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -5.8% | +3.0% | -8.7% | -6.0% |
| 30D | -4.8% | -14.4% | +9.6% | -3.5% |
| 3M | +9.2% | -42.8% | +52.1% | +14.5% |
| 6M | -2.5% | -1.4% | -1.1% | -4.8% |
| YTD | +2.6% | -5.4% | +8.0% | +0.2% |
| 1Y | +5.9% | +18.6% | -12.6% | +0.2% |
| 3Y | +14.2% | +57.3% | -43.1% | +1.8% |
| 5Y | +33.2% | +265.7% | -232.5% | +7.9% |
| 10Y | +33.4% | +546.0% | -512.6% | +0.5% |
| All | +1,026.1% | +1,363.4% | -337.3% | +476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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