+279.7%
UAL vs RMBS
+193.5%
+86.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.6% | +4.5% |
| 7D | +10.2% | -3.9% | +14.1% | +10.8% |
| 30D | +12.0% | -24.9% | +36.9% | +20.2% |
| 3M | -7.1% | -20.5% | +13.4% | -2.4% |
| 6M | +20.9% | -37.5% | +58.4% | +32.2% |
| YTD | +7.7% | -12.1% | +19.8% | +3.4% |
| 1Y | +23.6% | -25.0% | +48.6% | +23.5% |
| 3Y | +222.6% | +36.1% | +186.5% | +155.1% |
| 5Y | +127.9% | +236.1% | -108.2% | +36.5% |
| 10Y | +100.2% | +541.3% | -441.1% | -0.6% |
| All | +279.7% | +193.5% | +86.2% | +43.9% |
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