+6,893.4%
URI vs RMBS
+590.6%
+6,302.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | -12.9% | -12.2% | -0.8% | -10.9% |
| 3M | -6.7% | -49.5% | +42.8% | +4.8% |
| 6M | +19.0% | -7.1% | +26.1% | +17.2% |
| YTD | +25.5% | -7.0% | +32.5% | +22.4% |
| 1Y | +5.5% | +13.3% | -7.8% | -2.4% |
| 3Y | +111.3% | +49.2% | +62.1% | +79.1% |
| 5Y | +198.6% | +250.0% | -51.4% | +115.0% |
| 10Y | +1,179.9% | +495.1% | +684.8% | +740.5% |
| All | +6,893.4% | +590.6% | +6,302.9% | +2,289.7% |
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