+27.5%
UAL vs RMBS
-18.2%
+45.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.0% | +14.0% | +9.2% |
| 7D | +11.9% | -8.9% | +20.9% | +13.9% |
| 30D | +5.2% | -24.8% | +30.1% | +11.5% |
| 3M | -12.7% | -17.6% | +4.8% | -9.7% |
| 6M | +28.5% | -25.7% | +54.2% | +31.1% |
| YTD | +3.5% | -9.8% | +13.3% | -5.0% |
| 1Y | +27.5% | -17.4% | +44.9% | +19.2% |
| All | +27.5% | -18.2% | +45.7% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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