+25.4%
UAL vs RMBS
-27.4%
+52.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +12.5% | -8.4% | +20.9% | +14.0% |
| 30D | +12.2% | -24.9% | +37.0% | +18.4% |
| 3M | -2.6% | -15.8% | +13.2% | 0.0% |
| 6M | +21.1% | -37.5% | +58.6% | +28.2% |
| YTD | +7.8% | -12.1% | +19.9% | +0.3% |
| 1Y | +25.4% | -27.0% | +52.4% | +22.1% |
| All | +25.4% | -27.4% | +52.8% | +22.1% |
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