+36.4%
UPS vs RMBS
+566.4%
-530.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -2.0% | +1.8% | -3.7% | -2.3% |
| 30D | -2.0% | -13.9% | +11.9% | +0.3% |
| 3M | -6.2% | -39.8% | +33.6% | +0.7% |
| 6M | +2.8% | -6.0% | +8.8% | +0.4% |
| YTD | +5.9% | -5.4% | +11.3% | +1.9% |
| 1Y | +26.2% | -1.8% | +28.1% | +18.6% |
| 3Y | -26.0% | +53.7% | -79.7% | -41.9% |
| 5Y | -34.3% | +268.5% | -302.8% | -62.0% |
| All | +36.4% | +566.4% | -530.1% | -40.1% |
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