-1.8%
RMBS vs UUUU
+3.5%
-5.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +3.2% |
| 7D | +1.8% | -10.5% | +12.3% | +4.6% |
| 30D | -13.9% | -10.5% | -3.4% | -11.6% |
| 3M | -39.8% | -14.1% | -25.7% | -37.9% |
| 6M | -6.0% | -35.5% | +29.5% | +0.7% |
| YTD | -5.4% | -10.9% | +5.6% | -2.9% |
| 1Y | -1.8% | +3.4% | -5.2% | -11.7% |
| All | -1.8% | +3.5% | -5.3% | -11.7% |
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