+13.3%
RMBS vs UUUU
+27.9%
-14.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -0.3% | -1.4% | +1.0% | 0.0% |
| 30D | -12.2% | +16.3% | -28.5% | -15.7% |
| 3M | -49.5% | -16.7% | -32.8% | -47.9% |
| 6M | -7.1% | -33.7% | +26.5% | -2.5% |
| YTD | -7.0% | -0.5% | -6.5% | -6.7% |
| 1Y | +13.3% | +28.9% | -15.5% | +5.4% |
| All | +13.3% | +27.9% | -14.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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