+3,116.7%
UNP vs RMBS
+1,284.9%
+1,831.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | +4.2% | +10.3% | -6.1% | +3.3% |
| 30D | +5.6% | -10.7% | +16.3% | +6.3% |
| 3M | +2.0% | -17.2% | +19.2% | +3.0% |
| 6M | +15.4% | -39.0% | +54.4% | +18.5% |
| YTD | +32.7% | -10.5% | +43.2% | +30.2% |
| 1Y | +39.4% | -11.0% | +50.4% | +36.6% |
| 3Y | +54.3% | +31.3% | +23.0% | +41.8% |
| 5Y | +39.6% | +242.8% | -203.1% | +16.3% |
| 10Y | +288.9% | +536.9% | -248.1% | +204.4% |
| All | +3,116.7% | +1,284.9% | +1,831.8% | +1,907.0% |
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 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