+313.2%
RMBS vs URA
-31.1%
+344.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | -12.2% | +7.4% | -19.6% | -15.2% |
| 3M | -49.5% | -8.4% | -41.1% | -47.0% |
| 6M | -7.1% | -12.7% | +5.6% | -0.3% |
| YTD | -7.0% | +7.8% | -14.8% | -9.3% |
| 1Y | +13.3% | +19.5% | -6.1% | +4.7% |
| 3Y | +49.2% | +116.4% | -67.2% | +5.4% |
| 5Y | +250.0% | +134.3% | +115.7% | +124.6% |
| 10Y | +495.1% | +359.3% | +135.9% | +159.0% |
| All | +313.2% | -31.1% | +344.4% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling