+57.3%
RMBS vs URA
+121.0%
-63.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | -0.4% |
| 7D | +3.0% | +8.1% | -5.2% | -2.3% |
| 30D | -14.4% | +5.8% | -20.2% | -17.7% |
| 3M | -42.8% | +3.4% | -46.3% | -44.0% |
| 6M | -1.4% | -2.6% | +1.2% | +0.7% |
| YTD | -5.4% | +11.2% | -16.6% | -11.4% |
| 1Y | +18.6% | +19.8% | -1.3% | +3.8% |
| 3Y | +57.3% | +121.5% | -64.2% | -6.4% |
| All | +57.3% | +121.0% | -63.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling