+196.1%
ON vs RMBS
+44.3%
+151.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.6% |
| 7D | +12.2% | +10.3% | +1.9% | +9.0% |
| 30D | -3.1% | -10.7% | +7.6% | +0.2% |
| 3M | -12.9% | -17.2% | +4.3% | -7.9% |
| 6M | -38.6% | -39.0% | +0.4% | -28.4% |
| YTD | +31.2% | -10.5% | +41.7% | +32.5% |
| 1Y | +47.6% | -11.0% | +58.6% | +48.8% |
| 3Y | +6.6% | +31.3% | -24.7% | -7.4% |
| 5Y | +21.3% | +242.8% | -221.5% | -18.1% |
| 10Y | +533.3% | +536.9% | -3.6% | +276.3% |
| All | +196.1% | +44.3% | +151.7% | +20.1% |
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