-18.7%
RMBS vs URA
-26.7%
+8.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.4% |
| 7D | +3.0% | +2.9% | +0.1% | +1.2% |
| 30D | -15.5% | -10.8% | -4.7% | -6.5% |
| 3M | -11.5% | -25.5% | +14.1% | +12.8% |
| 6M | -36.5% | -41.2% | +4.7% | -3.7% |
| YTD | -7.1% | -21.3% | +14.2% | +10.1% |
| 1Y | -18.7% | -25.7% | +7.1% | +1.6% |
| All | -18.7% | -26.7% | +8.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling