-84.2%
OPEN vs RMBS
+269.8%
-354.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.8% |
| 7D | -2.9% | +3.5% | -6.4% | -4.8% |
| 30D | -13.8% | -8.6% | -5.2% | -9.8% |
| 3M | -30.9% | -40.3% | +9.4% | -11.0% |
| 6M | -40.9% | -1.0% | -40.0% | -49.5% |
| YTD | -48.5% | -4.6% | -43.9% | -57.1% |
| 1Y | -50.9% | +17.6% | -68.5% | -65.3% |
| 3Y | -20.6% | +58.6% | -79.3% | -59.8% |
| 5Y | -84.2% | +270.9% | -355.1% | -96.1% |
| All | -84.2% | +269.8% | -354.0% | -96.1% |
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 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