-36.0%
ROL vs AGNC
+22.6%
-58.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -4.1% | +0.9% | -5.0% | -4.4% |
| 3M | -22.5% | +7.0% | -29.5% | -24.1% |
| 6M | -37.7% | +3.9% | -41.6% | -38.6% |
| YTD | -39.6% | +8.5% | -48.1% | -42.1% |
| 1Y | -36.0% | +19.6% | -55.6% | -40.7% |
| All | -36.0% | +22.6% | -58.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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