+280.3%
UAL vs RMBS
+193.6%
+86.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +12.5% | -8.4% | +20.9% | +14.7% |
| 30D | +12.2% | -24.9% | +37.0% | +20.4% |
| 3M | -2.6% | -15.8% | +13.2% | +0.7% |
| 6M | +21.1% | -37.5% | +58.6% | +32.4% |
| YTD | +7.8% | -12.1% | +19.9% | +3.6% |
| 1Y | +25.4% | -27.0% | +52.4% | +26.3% |
| 3Y | +217.3% | +28.8% | +188.5% | +154.9% |
| 5Y | +132.9% | +236.2% | -103.3% | +39.4% |
| 10Y | +101.1% | +546.6% | -445.5% | -0.3% |
| All | +280.3% | +193.6% | +86.7% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling