+64.4%
UL vs RMBS
+566.4%
-502.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -3.4% | +1.8% | -5.2% | -3.5% |
| 30D | +0.5% | -13.9% | +14.4% | +1.1% |
| 3M | +7.2% | -39.8% | +47.0% | +9.6% |
| 6M | -3.1% | -6.0% | +3.0% | -4.6% |
| YTD | -2.7% | -5.4% | +2.6% | -4.8% |
| 1Y | -10.2% | -1.8% | -8.4% | -13.1% |
| 3Y | +20.3% | +53.7% | -33.4% | +7.2% |
| 5Y | +19.9% | +268.5% | -248.6% | -10.9% |
| All | +64.4% | +566.4% | -502.1% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling