+17,182.9%
ROST vs RMBS
+1,284.9%
+15,898.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | +0.3% | +10.3% | -10.1% | -0.6% |
| 30D | +0.5% | -10.7% | +11.2% | +1.2% |
| 3M | -5.2% | -17.2% | +12.0% | -4.2% |
| 6M | +9.8% | -39.0% | +48.9% | +13.0% |
| YTD | +29.4% | -10.5% | +39.9% | +27.2% |
| 1Y | +44.4% | -11.0% | +55.3% | +41.8% |
| 3Y | +95.0% | +31.3% | +63.7% | +79.8% |
| 5Y | +111.9% | +242.8% | -130.9% | +77.9% |
| 10Y | +301.2% | +536.9% | -235.7% | +217.7% |
| All | +17,182.9% | +1,284.9% | +15,898.0% | +10,004.8% |
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