+1,135.8%
URI vs RMBS
+534.0%
+601.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.1% |
| 7D | +6.7% | +10.3% | -3.6% | +3.0% |
| 30D | +8.9% | -10.7% | +19.6% | +12.4% |
| 3M | +0.5% | -17.2% | +17.7% | +5.6% |
| 6M | +20.7% | -39.0% | +59.7% | +36.8% |
| YTD | +40.0% | -10.5% | +50.5% | +27.6% |
| 1Y | +34.4% | -11.0% | +45.4% | +21.9% |
| 3Y | +149.5% | +31.3% | +118.1% | +61.5% |
| 5Y | +205.6% | +242.8% | -37.2% | +0.4% |
| All | +1,135.8% | +534.0% | +601.8% | +147.4% |
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