+7,712.8%
URI vs RMBS
+552.4%
+7,160.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.3% | -1.5% | +5.3% |
| 7D | -4.0% | -3.9% | -0.1% | -3.4% |
| 30D | +6.8% | -24.9% | +31.7% | +12.2% |
| 3M | -2.8% | -20.5% | +17.7% | +0.6% |
| 6M | +20.9% | -37.5% | +58.4% | +28.8% |
| YTD | +40.2% | -12.1% | +52.4% | +37.1% |
| 1Y | +34.1% | -25.0% | +59.1% | +34.6% |
| 3Y | +164.1% | +36.1% | +128.0% | +127.0% |
| 5Y | +199.3% | +236.1% | -36.8% | +115.5% |
| 10Y | +1,218.8% | +541.3% | +677.5% | +752.0% |
| All | +7,712.8% | +552.4% | +7,160.3% | +2,578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling