+260.0%
RMBS vs UUUU
+88.5%
+171.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -1.1% |
| 7D | +1.2% | -5.0% | +6.2% | +2.4% |
| 30D | -11.5% | -7.8% | -3.7% | -10.0% |
| 3M | -38.2% | -0.4% | -37.8% | -38.2% |
| 6M | -4.8% | -32.9% | +28.1% | +3.0% |
| YTD | -7.1% | -6.3% | -0.9% | -8.6% |
| 1Y | +10.7% | +7.9% | +2.8% | +1.0% |
| 3Y | +54.5% | +85.2% | -30.7% | +14.0% |
| All | +260.0% | +88.5% | +171.5% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling