-36.5%
RMBS vs URA
-39.5%
+3.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.1% |
| 7D | +3.0% | +2.9% | +0.1% | +0.6% |
| 30D | -15.5% | -10.8% | -4.7% | -4.2% |
| 3M | -11.5% | -25.5% | +14.1% | +19.5% |
| 6M | -36.5% | -41.2% | +4.7% | +21.3% |
| All | -36.5% | -39.5% | +3.0% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling