-49.8%
USAR vs RMBS
-18.2%
-31.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | +0.1% | -2.9% |
| 7D | -21.8% | -8.9% | -12.8% | -18.0% |
| 30D | -39.9% | -24.8% | -15.1% | -31.1% |
| 3M | -52.5% | -17.6% | -35.0% | -48.3% |
| 6M | -67.9% | -25.7% | -42.3% | -61.9% |
| YTD | -31.1% | -9.8% | -21.3% | -38.7% |
| 1Y | -49.8% | -17.4% | -32.5% | -52.8% |
| All | -49.8% | -18.2% | -31.6% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling