-52.2%
OPEN vs RMBS
+13.1%
-65.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.0% | -5.5% |
| 7D | -10.5% | +1.2% | -11.7% | -11.0% |
| 30D | -21.8% | -11.5% | -10.3% | -17.8% |
| 3M | -37.5% | -38.2% | +0.7% | -24.7% |
| 6M | -44.1% | -4.8% | -39.4% | -53.7% |
| YTD | -52.0% | -7.1% | -44.9% | -64.0% |
| 1Y | -52.2% | +10.7% | -62.9% | -80.4% |
| All | -52.2% | +13.1% | -65.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling