+9.9%
URI vs RMBS
-40.4%
+50.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.0% | -5.8% | -0.1% |
| 7D | -9.8% | -12.0% | +2.2% | -7.8% |
| 30D | +1.7% | -33.1% | +34.9% | +8.2% |
| 3M | -9.1% | -23.7% | +14.6% | -5.3% |
| 6M | +9.9% | -42.7% | +52.5% | +20.3% |
| All | +9.9% | -40.4% | +50.3% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling