+24.6%
UAL vs RMBS
-36.0%
+60.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.6% | +5.2% |
| 7D | +10.2% | -3.9% | +14.1% | +10.4% |
| 30D | +12.0% | -24.9% | +36.9% | +17.2% |
| 3M | -7.1% | -20.5% | +13.4% | -4.1% |
| All | +24.6% | -36.0% | +60.6% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling