+179.2%
URI vs RMBS
+208.7%
-29.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.0% | -5.8% | -0.7% |
| 7D | -9.8% | -12.0% | +2.2% | -6.9% |
| 30D | +1.7% | -33.1% | +34.9% | +12.5% |
| 3M | -9.1% | -23.7% | +14.6% | -3.6% |
| 6M | +9.9% | -42.7% | +52.5% | +22.7% |
| YTD | +31.2% | -18.9% | +50.1% | +26.5% |
| 1Y | +25.9% | -30.0% | +55.9% | +26.4% |
| 3Y | +147.4% | +28.8% | +118.6% | +79.7% |
| All | +179.2% | +208.7% | -29.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling