-87.9%
OPEN vs RMBS
+428.9%
-516.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -24.7% | -8.4% | -16.3% | -22.7% |
| 30D | -41.0% | -24.9% | -16.1% | -32.8% |
| 3M | -62.4% | -15.8% | -46.6% | -60.4% |
| 6M | -73.9% | -37.5% | -36.3% | -69.4% |
| YTD | -77.5% | -12.1% | -65.4% | -81.2% |
| 1Y | -83.6% | -27.0% | -56.6% | -84.6% |
| 3Y | -37.0% | +28.8% | -65.8% | -64.5% |
| 5Y | -93.3% | +236.2% | -329.5% | -98.5% |
| All | -87.9% | +428.9% | -516.8% | -98.0% |
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 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