-27.5%
ON vs RMBS
+56.5%
-84.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -1.9% | +3.5% | -5.3% | -3.6% |
| 30D | -11.0% | -8.6% | -2.4% | -7.1% |
| 3M | -39.3% | -40.3% | +1.0% | -22.0% |
| 6M | +19.8% | -1.0% | +20.8% | +17.3% |
| YTD | +31.1% | -4.6% | +35.7% | +26.4% |
| 1Y | +46.0% | +17.6% | +28.4% | +21.3% |
| All | -27.5% | +56.5% | -84.0% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling