+13.3%
RMBS vs ONTO
+162.8%
-149.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.8% | -3.2% |
| 7D | -0.3% | -1.0% | +0.7% | +0.2% |
| 30D | -12.2% | -2.9% | -9.3% | -12.4% |
| 3M | -49.5% | -2.5% | -47.1% | -51.0% |
| 6M | -7.1% | +28.2% | -35.4% | -25.9% |
| YTD | -7.0% | +69.8% | -76.8% | -40.9% |
| 1Y | +13.3% | +162.9% | -149.5% | -46.4% |
| All | +13.3% | +162.8% | -149.5% | -46.4% |
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