-11.0%
RMBS vs ONTO
+52.3%
-63.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.2% |
| 7D | +10.3% | +17.5% | -7.2% | -2.0% |
| 30D | -10.7% | -15.7% | +4.9% | -0.2% |
| 3M | -17.2% | -39.7% | +22.5% | +16.1% |
| 6M | -39.0% | -26.5% | -12.5% | -28.4% |
| YTD | -10.5% | +29.0% | -39.5% | -28.1% |
| 1Y | -11.0% | +57.0% | -67.9% | -37.8% |
| All | -11.0% | +52.3% | -63.3% | -37.8% |
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