+227.0%
UPS vs RMBS
+287.4%
-60.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | -3.5% | -12.2% | +8.7% | -2.6% |
| 3M | -5.7% | -49.5% | +43.8% | -1.0% |
| 6M | -4.4% | -7.1% | +2.8% | -5.0% |
| YTD | +8.0% | -7.0% | +15.0% | +6.7% |
| 1Y | +29.0% | +13.3% | +15.7% | +24.6% |
| 3Y | -27.7% | +49.2% | -77.0% | -33.4% |
| 5Y | -34.3% | +250.0% | -284.3% | -43.9% |
| 10Y | +37.8% | +495.1% | -457.3% | +11.6% |
| All | +227.0% | +287.4% | -60.4% | +122.0% |
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