+265.7%
RMBS vs URA
+131.0%
+134.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | 0.0% |
| 7D | +3.0% | +8.1% | -5.2% | -1.2% |
| 30D | -14.4% | +5.8% | -20.2% | -17.0% |
| 3M | -42.8% | +3.4% | -46.3% | -43.7% |
| 6M | -1.4% | -2.6% | +1.2% | +0.8% |
| YTD | -5.4% | +11.2% | -16.6% | -9.3% |
| 1Y | +18.6% | +19.8% | -1.3% | +8.7% |
| 3Y | +57.3% | +121.5% | -64.2% | +9.1% |
| 5Y | +265.7% | +134.5% | +131.2% | +139.1% |
| All | +265.7% | +131.0% | +134.7% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling