+59.8%
UBER vs RMBS
+240.2%
-180.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.6% |
| 7D | +1.6% | +10.3% | -8.7% | -0.8% |
| 30D | +0.6% | -10.7% | +11.3% | +2.3% |
| 3M | -8.2% | -17.2% | +9.1% | -5.8% |
| 6M | -6.7% | -39.0% | +32.3% | 0.0% |
| YTD | -14.7% | -10.5% | -4.2% | -23.2% |
| 1Y | -24.1% | -11.0% | -13.1% | -32.0% |
| 3Y | +33.4% | +31.3% | +2.1% | -10.9% |
| All | +59.8% | +240.2% | -180.4% | -51.6% |
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