+4,377.1%
ROK vs RMBS
+1,339.3%
+3,037.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -5.9% | -49.5% | +43.7% | +2.3% |
| 6M | +13.9% | -7.1% | +21.0% | +12.8% |
| YTD | +12.6% | -7.0% | +19.6% | +10.8% |
| 1Y | +28.6% | +13.3% | +15.3% | +22.4% |
| 3Y | +45.1% | +49.2% | -4.1% | +30.0% |
| 5Y | +45.6% | +250.0% | -204.4% | +16.5% |
| 10Y | +345.0% | +495.1% | -150.1% | +231.1% |
| All | +4,377.1% | +1,339.3% | +3,037.8% | +2,603.1% |
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