+516.7%
RMBS vs ONTO
+661.2%
-144.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -0.6% |
| 7D | +1.2% | +6.5% | -5.3% | -2.8% |
| 30D | -11.5% | -15.9% | +4.4% | -2.3% |
| 3M | -38.2% | -0.2% | -38.1% | -39.8% |
| 6M | -4.8% | +38.7% | -43.5% | -22.0% |
| YTD | -7.1% | +70.4% | -77.5% | -33.0% |
| 1Y | +10.7% | +153.6% | -142.9% | -36.4% |
| 3Y | +54.5% | +109.2% | -54.7% | -6.7% |
| 5Y | +261.7% | +249.7% | +11.9% | +57.8% |
| All | +516.7% | +661.2% | -144.5% | +55.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling