+546.6%
RMBS vs URA
+361.2%
+185.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.3% | -0.7% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | -11.5% | -0.4% | -11.1% | -11.5% |
| 3M | -38.2% | +6.3% | -44.5% | -39.7% |
| 6M | -4.8% | -14.0% | +9.2% | +3.2% |
| YTD | -7.1% | +5.3% | -12.4% | -8.4% |
| 1Y | +10.7% | +11.7% | -1.0% | +5.5% |
| 3Y | +54.5% | +109.8% | -55.3% | +11.2% |
| 5Y | +261.7% | +108.0% | +153.7% | +147.3% |
| All | +546.6% | +361.2% | +185.4% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling