+1,254.7%
ROL vs AGNC
+625.5%
+629.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | -3.2% | -4.4% | +1.2% | -1.9% |
| 30D | -6.6% | -5.4% | -1.2% | -5.1% |
| 3M | -27.3% | +3.5% | -30.8% | -28.2% |
| 6M | -38.1% | +1.7% | -39.8% | -38.6% |
| YTD | -41.8% | +3.9% | -45.6% | -42.7% |
| 1Y | -37.8% | +13.8% | -51.6% | -40.5% |
| 3Y | -0.3% | +63.3% | -63.7% | -16.0% |
| 5Y | -5.1% | +27.5% | -32.5% | -14.9% |
| 10Y | +208.4% | +83.8% | +124.6% | +132.9% |
| All | +1,254.7% | +625.5% | +629.2% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling