+270.9%
RMBS vs ONTO
+268.0%
+3.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.5% |
| 7D | +3.5% | +9.4% | -5.9% | -2.4% |
| 30D | -8.6% | -4.4% | -4.1% | -6.9% |
| 3M | -40.3% | +1.6% | -41.9% | -42.7% |
| 6M | -1.0% | +45.3% | -46.2% | -22.3% |
| YTD | -4.6% | +76.4% | -81.0% | -34.1% |
| 1Y | +17.6% | +167.2% | -149.6% | -36.7% |
| 3Y | +58.6% | +116.6% | -57.9% | -9.6% |
| 5Y | +270.9% | +263.7% | +7.2% | +56.8% |
| All | +270.9% | +268.0% | +3.0% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling