+1,237.8%
URI vs RMBS
+571.6%
+666.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | +5.0% | +3.5% | +1.5% | +3.7% |
| 30D | -9.4% | -8.6% | -0.8% | -6.6% |
| 3M | -5.8% | -40.3% | +34.5% | +11.7% |
| 6M | +25.8% | -1.0% | +26.8% | +15.7% |
| YTD | +27.9% | -4.6% | +32.5% | +15.9% |
| 1Y | +9.7% | +17.6% | -7.9% | -13.6% |
| 3Y | +128.0% | +58.6% | +69.3% | +34.8% |
| 5Y | +212.4% | +270.9% | -58.5% | +1.0% |
| All | +1,237.8% | +571.6% | +666.2% | +167.3% |
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