+206.6%
ROL vs AGNC
+83.7%
+122.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | -4.7% | +1.5% | -2.1% |
| 30D | -4.9% | -5.7% | +0.8% | -3.7% |
| 3M | -25.8% | +1.9% | -27.7% | -26.2% |
| 6M | -37.6% | +1.8% | -39.4% | -37.9% |
| YTD | -41.5% | +3.4% | -44.9% | -42.1% |
| 1Y | -39.5% | +13.6% | -53.1% | -41.4% |
| 3Y | +0.1% | +60.4% | -60.2% | -11.1% |
| 5Y | -4.6% | +27.0% | -31.6% | -11.4% |
| All | +206.6% | +83.7% | +122.9% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling