+122.1%
URI vs RMBS
+53.3%
+68.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | -12.9% | -12.2% | -0.8% | -10.5% |
| 3M | -6.7% | -49.5% | +42.8% | +7.5% |
| 6M | +19.0% | -7.1% | +26.1% | +15.2% |
| YTD | +25.5% | -7.0% | +32.5% | +19.5% |
| 1Y | +5.5% | +13.3% | -7.8% | -7.8% |
| All | +122.1% | +53.3% | +68.8% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling