+17,075.9%
ROST vs RMBS
+1,339.3%
+15,736.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -8.9% | -12.2% | +3.3% | -8.0% |
| 3M | -0.8% | -49.5% | +48.7% | +4.5% |
| 6M | +8.5% | -7.1% | +15.6% | +7.4% |
| YTD | +28.6% | -7.0% | +35.6% | +26.6% |
| 1Y | +52.3% | +13.3% | +39.0% | +46.4% |
| 3Y | +94.8% | +49.2% | +45.6% | +78.1% |
| 5Y | +110.8% | +250.0% | -139.2% | +77.5% |
| 10Y | +304.5% | +495.1% | -190.6% | +223.1% |
| All | +17,075.9% | +1,339.3% | +15,736.5% | +9,958.9% |
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