+78.2%
UBER vs RMBS
+267.8%
-189.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -7.0% | +3.5% | -10.5% | -7.8% |
| 30D | -8.9% | -8.6% | -0.3% | -7.2% |
| 3M | +1.0% | -40.3% | +41.3% | +12.8% |
| 6M | -3.7% | -1.0% | -2.8% | -11.7% |
| YTD | -13.0% | -4.6% | -8.4% | -21.3% |
| 1Y | -25.5% | +17.6% | -43.1% | -39.6% |
| 3Y | +50.5% | +58.6% | -8.2% | -6.5% |
| All | +78.2% | +267.8% | -189.6% | -37.7% |
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 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