+13.7%
RMBS vs URA
+16.3%
-2.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.8% |
| 7D | +3.5% | +5.7% | -2.3% | -0.7% |
| 30D | -8.6% | +5.6% | -14.2% | -12.4% |
| 3M | -40.3% | +6.2% | -46.5% | -42.8% |
| 6M | -1.0% | -8.2% | +7.3% | +4.3% |
| YTD | -4.6% | +9.7% | -14.3% | -8.5% |
| All | +13.7% | +16.3% | -2.7% | +4.8% |
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