+18.9%
UL vs RMBS
+265.4%
-246.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -3.4% | +1.8% | -5.2% | -3.4% |
| 30D | +0.5% | -13.9% | +14.4% | +0.4% |
| 3M | +7.2% | -39.8% | +47.0% | +7.4% |
| 6M | -3.1% | -6.0% | +3.0% | -3.7% |
| YTD | -2.7% | -5.4% | +2.6% | -3.6% |
| 1Y | -10.2% | -1.8% | -8.4% | -11.3% |
| 3Y | +20.3% | +53.7% | -33.4% | +14.7% |
| All | +18.9% | +265.4% | -246.5% | -1.0% |
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