+34.4%
URI vs RMBS
-18.4%
+52.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | +6.7% | +10.3% | -3.6% | +4.8% |
| 30D | +8.9% | -10.7% | +19.6% | +10.6% |
| 3M | +0.5% | -17.2% | +17.7% | +3.1% |
| 6M | +20.7% | -39.0% | +59.7% | +28.3% |
| YTD | +40.0% | -10.5% | +50.5% | +33.0% |
| 1Y | +34.4% | -11.0% | +45.4% | +27.5% |
| All | +34.4% | -18.4% | +52.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling