+137.7%
UAL vs RMBS
+260.2%
-122.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.3% |
| 7D | +3.5% | +3.0% | +0.5% | +2.5% |
| 30D | -16.5% | -14.4% | -2.0% | -12.5% |
| 3M | +2.8% | -42.8% | +45.6% | +20.3% |
| 6M | +17.6% | -1.4% | +19.0% | +9.8% |
| YTD | -3.2% | -5.4% | +2.2% | -10.4% |
| 1Y | +0.4% | +18.6% | -18.1% | -17.1% |
| 3Y | +128.2% | +57.3% | +70.9% | +52.1% |
| 5Y | +137.7% | +265.7% | -128.0% | -1.8% |
| All | +137.7% | +260.2% | -122.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling