+28.6%
ROK vs RMBS
+16.3%
+12.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -3.3% | -12.2% | +8.9% | -1.2% |
| 3M | -5.9% | -49.5% | +43.7% | +5.5% |
| 6M | +13.9% | -7.1% | +21.0% | +11.4% |
| YTD | +12.6% | -7.0% | +19.6% | +8.9% |
| 1Y | +28.6% | +13.3% | +15.3% | +20.0% |
| All | +28.6% | +16.3% | +12.3% | +20.0% |
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