-21.7%
ONON vs RMBS
+266.8%
-288.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.5% |
| 7D | -2.1% | +1.8% | -3.8% | -2.6% |
| 30D | -11.6% | -13.9% | +2.3% | -8.0% |
| 3M | -30.1% | -39.8% | +9.7% | -20.7% |
| 6M | -30.5% | -6.0% | -24.5% | -35.4% |
| YTD | -41.0% | -5.4% | -35.7% | -46.6% |
| 1Y | -36.7% | -1.8% | -34.9% | -45.5% |
| 3Y | -8.6% | +53.7% | -62.3% | -44.1% |
| All | -21.7% | +266.8% | -288.5% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling