+251.3%
UAL vs RMBS
+210.7%
+40.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -16.1% | -12.2% | -3.9% | -13.2% |
| 3M | +6.1% | -49.5% | +55.7% | +25.7% |
| 6M | +10.8% | -7.1% | +18.0% | +7.9% |
| YTD | -0.4% | -7.0% | +6.6% | -4.6% |
| 1Y | +5.0% | +13.3% | -8.3% | -6.8% |
| 3Y | +124.0% | +49.2% | +74.8% | +73.6% |
| 5Y | +141.0% | +250.0% | -109.0% | +44.3% |
| 10Y | +118.0% | +495.1% | -377.1% | +11.1% |
| All | +251.3% | +210.7% | +40.7% | +32.7% |
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