+1,012.3%
USB vs RMBS
+1,296.2%
-283.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.5% |
| 7D | +2.4% | -8.9% | +11.3% | +3.3% |
| 30D | +6.6% | -24.8% | +31.4% | +9.3% |
| 3M | -4.1% | -17.6% | +13.5% | -2.8% |
| 6M | +12.5% | -25.7% | +38.1% | +13.9% |
| YTD | +17.6% | -9.8% | +27.4% | +15.4% |
| 1Y | +36.5% | -17.4% | +53.9% | +34.7% |
| 3Y | +95.4% | +42.8% | +52.6% | +78.0% |
| 5Y | +26.1% | +245.6% | -219.4% | +4.3% |
| 10Y | +101.3% | +594.9% | -493.6% | +54.9% |
| All | +1,012.3% | +1,296.2% | -283.9% | +541.9% |
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