+82.2%
UBER vs RMBS
+636.1%
-553.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | +11.1% | -12.2% | +23.3% | +15.1% |
| 3M | +4.9% | -49.5% | +54.5% | +27.1% |
| 6M | -1.2% | -7.1% | +6.0% | -9.0% |
| YTD | -7.3% | -7.0% | -0.3% | -17.4% |
| 1Y | -17.6% | +13.3% | -31.0% | -35.3% |
| 3Y | +61.1% | +49.2% | +11.8% | -5.3% |
| 5Y | +87.9% | +250.0% | -162.1% | -40.1% |
| All | +82.2% | +636.1% | -553.8% | -65.9% |
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