+330.4%
RMBS vs UUUU
-92.5%
+422.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -1.8% |
| 7D | +1.2% | -5.0% | +6.2% | +1.8% |
| 30D | -11.5% | -7.8% | -3.7% | -10.7% |
| 3M | -38.2% | -0.4% | -37.8% | -38.1% |
| 6M | -4.8% | -32.9% | +28.1% | -0.3% |
| YTD | -7.1% | -6.3% | -0.9% | -7.5% |
| 1Y | +10.7% | +7.9% | +2.8% | +6.7% |
| 3Y | +54.5% | +85.2% | -30.7% | +35.7% |
| 5Y | +261.7% | +97.0% | +164.7% | +205.0% |
| 10Y | +551.5% | +492.6% | +58.9% | +345.4% |
| All | +330.4% | -92.5% | +422.9% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling