+1,186.2%
URI vs RMBS
+554.0%
+632.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.2% | -2.9% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -13.4% | -11.5% | -1.9% | -9.6% |
| 3M | -6.2% | -38.2% | +32.0% | +9.8% |
| 6M | +28.0% | -4.8% | +32.7% | +19.5% |
| YTD | +23.0% | -7.1% | +30.1% | +12.6% |
| 1Y | +5.5% | +10.7% | -5.1% | -14.7% |
| 3Y | +119.2% | +54.5% | +64.7% | +30.9% |
| 5Y | +201.0% | +261.7% | -60.6% | -1.8% |
| All | +1,186.2% | +554.0% | +632.2% | +159.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling