-23.3%
ONON vs RMBS
+269.7%
-293.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.5% | +3.5% | -6.9% | -4.4% |
| 30D | -30.8% | -8.6% | -22.2% | -29.2% |
| 3M | -29.8% | -40.3% | +10.5% | -20.2% |
| 6M | -34.8% | -1.0% | -33.8% | -40.5% |
| YTD | -42.3% | -4.6% | -37.6% | -47.8% |
| 1Y | -39.5% | +17.6% | -57.1% | -51.9% |
| 3Y | -9.3% | +58.6% | -67.9% | -45.5% |
| All | -23.3% | +269.7% | -293.0% | -80.4% |
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