+826.8%
UL vs RMBS
+1,363.4%
-536.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -1.3% | +3.0% | -4.3% | -1.4% |
| 30D | +0.9% | -14.4% | +15.3% | +1.5% |
| 3M | +14.2% | -42.8% | +57.1% | +16.4% |
| 6M | -3.2% | -1.4% | -1.8% | -4.1% |
| YTD | -0.3% | -5.4% | +5.1% | -1.3% |
| 1Y | -8.8% | +18.6% | -27.3% | -10.9% |
| 3Y | +23.9% | +57.3% | -33.4% | +17.6% |
| 5Y | +21.4% | +265.7% | -244.3% | +10.1% |
| 10Y | +66.7% | +546.0% | -479.4% | +46.0% |
| All | +826.8% | +1,363.4% | -536.6% | +541.5% |
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