+104.2%
USB vs RMBS
+33.4%
+70.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.8% | +1.6% |
| 7D | +0.8% | -3.9% | +4.7% | +1.0% |
| 30D | +6.8% | -24.9% | +31.7% | +9.9% |
| 3M | -3.8% | -20.5% | +16.7% | -2.0% |
| 6M | +11.7% | -37.5% | +49.3% | +15.6% |
| YTD | +17.5% | -12.1% | +29.6% | +11.7% |
| 1Y | +33.8% | -25.0% | +58.8% | +30.3% |
| 3Y | +104.2% | +36.1% | +68.1% | +62.3% |
| All | +104.2% | +33.4% | +70.8% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling