+54.5%
USAR vs RMBS
+41.0%
+13.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.4% |
| 7D | -11.6% | +1.8% | -13.4% | -12.0% |
| 30D | -15.5% | -13.9% | -1.6% | -12.4% |
| 3M | -31.0% | -39.8% | +8.8% | -23.3% |
| 6M | -26.2% | -6.0% | -20.2% | -23.3% |
| YTD | +30.8% | -5.4% | +36.1% | +34.2% |
| 1Y | +7.1% | -1.8% | +8.9% | +9.5% |
| 3Y | +53.0% | +53.7% | -0.7% | +51.9% |
| All | +54.5% | +41.0% | +13.5% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling