+209.9%
ON vs RMBS
+50.0%
+159.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -3.3% | -12.2% | +8.9% | +0.6% |
| 3M | -43.6% | -49.5% | +6.0% | -30.2% |
| 6M | +19.0% | -7.1% | +26.1% | +20.8% |
| YTD | +37.4% | -7.0% | +44.4% | +37.4% |
| 1Y | +54.8% | +13.3% | +41.4% | +43.8% |
| 3Y | -25.2% | +49.2% | -74.4% | -37.4% |
| 5Y | +62.7% | +250.0% | -187.2% | +9.4% |
| 10Y | +574.3% | +495.1% | +79.2% | +306.2% |
| All | +209.9% | +50.0% | +159.9% | +24.5% |
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