-74.2%
OPEN vs RMBS
+469.5%
-543.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.4% |
| 7D | -11.4% | +1.8% | -13.2% | -12.3% |
| 30D | -20.1% | -13.9% | -6.2% | -13.2% |
| 3M | -37.6% | -39.8% | +2.2% | -19.3% |
| 6M | -47.1% | -6.0% | -41.0% | -53.2% |
| YTD | -52.1% | -5.4% | -46.8% | -60.0% |
| 1Y | -73.5% | -1.8% | -71.7% | -79.5% |
| 3Y | -24.4% | +53.7% | -78.0% | -61.2% |
| 5Y | -85.1% | +268.5% | -353.6% | -96.7% |
| All | -74.2% | +469.5% | -543.7% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling