+23.8%
ROK vs RMBS
+11.7%
+12.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | -1.2% | +1.8% | -3.0% | -1.6% |
| 30D | -4.8% | -13.9% | +9.1% | -2.3% |
| 3M | -6.1% | -39.8% | +33.7% | +2.2% |
| 6M | +15.5% | -6.0% | +21.5% | +12.6% |
| YTD | +11.2% | -5.4% | +16.5% | +7.0% |
| 1Y | +23.8% | -1.8% | +25.7% | +18.0% |
| All | +23.8% | +11.7% | +12.1% | +18.0% |
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