+17,898.3%
ROST vs RMBS
+1,337.6%
+16,560.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.5% |
| 7D | -1.8% | +3.0% | -4.8% | -2.2% |
| 30D | +6.8% | -15.5% | +22.4% | +8.1% |
| 3M | -4.0% | -11.5% | +7.5% | -3.6% |
| 6M | +12.9% | -36.5% | +49.4% | +15.8% |
| YTD | +34.7% | -7.1% | +41.8% | +32.0% |
| 1Y | +49.5% | -18.7% | +68.1% | +47.9% |
| 3Y | +101.5% | +36.2% | +65.3% | +85.1% |
| 5Y | +120.7% | +252.0% | -131.3% | +84.9% |
| 10Y | +317.8% | +561.2% | -243.3% | +229.8% |
| All | +17,898.3% | +1,337.6% | +16,560.7% | +10,388.9% |
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