+517.5%
RMBS vs ONTO
+658.6%
-141.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.8% | -2.4% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | -12.2% | -2.9% | -9.3% | -11.9% |
| 3M | -49.5% | -2.5% | -47.1% | -49.9% |
| 6M | -7.1% | +28.2% | -35.4% | -20.7% |
| YTD | -7.0% | +69.8% | -76.8% | -32.7% |
| 1Y | +13.3% | +162.9% | -149.5% | -36.1% |
| 3Y | +49.2% | +95.9% | -46.7% | -6.6% |
| 5Y | +250.0% | +244.5% | +5.5% | +54.0% |
| All | +517.5% | +658.6% | -141.1% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling