+104.2%
UAL vs RMBS
+557.5%
-453.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -1.1% | +3.5% | -4.6% | -2.4% |
| 30D | -13.4% | -8.6% | -4.9% | -10.9% |
| 3M | -2.3% | -40.3% | +38.0% | +15.3% |
| 6M | +13.3% | -1.0% | +14.3% | +4.8% |
| YTD | -4.2% | -4.6% | +0.4% | -12.5% |
| 1Y | +1.4% | +17.6% | -16.2% | -17.9% |
| 3Y | +125.8% | +58.6% | +67.2% | +43.4% |
| 5Y | +130.0% | +270.9% | -141.0% | -11.5% |
| 10Y | +104.2% | +569.1% | -464.9% | -41.4% |
| All | +104.2% | +557.5% | -453.3% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling