-17.4%
RMBS vs ONTO
+46.1%
-63.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.7% | +2.7% | +0.2% |
| 7D | -8.9% | -17.4% | +8.4% | +4.0% |
| 30D | -24.8% | -43.2% | +18.4% | +11.6% |
| 3M | -17.6% | -35.7% | +18.2% | +9.3% |
| 6M | -25.7% | -38.3% | +12.7% | -0.9% |
| YTD | -9.8% | +17.1% | -26.9% | -25.6% |
| 1Y | -17.4% | +43.1% | -60.5% | -43.3% |
| All | -17.4% | +46.1% | -63.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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