-35.0%
UPS vs RMBS
+267.8%
-302.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.3% |
| 7D | -3.7% | +3.5% | -7.1% | -4.0% |
| 30D | -3.7% | -8.6% | +4.9% | -2.9% |
| 3M | -6.6% | -40.3% | +33.8% | -1.8% |
| 6M | +2.6% | -1.0% | +3.5% | +0.5% |
| YTD | +4.8% | -4.6% | +9.4% | +2.2% |
| 1Y | +25.3% | +17.6% | +7.7% | +17.2% |
| 3Y | -26.9% | +58.6% | -85.5% | -38.9% |
| All | -35.0% | +267.8% | -302.8% | -58.8% |
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