+558.9%
RMBS vs UUUU
+465.5%
+93.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +2.9% |
| 7D | +1.8% | -10.5% | +12.3% | +3.9% |
| 30D | -13.9% | -10.5% | -3.4% | -12.3% |
| 3M | -39.8% | -14.1% | -25.7% | -38.1% |
| 6M | -6.0% | -35.5% | +29.5% | +1.2% |
| YTD | -5.4% | -10.9% | +5.6% | -5.4% |
| 1Y | -1.8% | +3.4% | -5.2% | -7.2% |
| 3Y | +53.7% | +73.1% | -19.5% | +25.1% |
| 5Y | +268.5% | +87.1% | +181.4% | +180.5% |
| All | +558.9% | +465.5% | +93.4% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling