+84.9%
USB vs RMBS
+536.4%
-451.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | -8.4% | +9.9% | +2.8% |
| 30D | +6.4% | -24.9% | +31.3% | +11.7% |
| 3M | -4.5% | -15.8% | +11.3% | -2.6% |
| 6M | +11.4% | -37.5% | +48.9% | +17.7% |
| YTD | +17.1% | -12.1% | +29.2% | +9.8% |
| 1Y | +32.6% | -27.0% | +59.6% | +29.5% |
| 3Y | +101.8% | +28.8% | +73.0% | +55.4% |
| 5Y | +25.1% | +236.2% | -211.1% | -35.8% |
| 10Y | +84.9% | +546.6% | -461.7% | -31.3% |
| All | +84.9% | +536.4% | -451.6% | -31.3% |
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