+206.6%
ROL vs RMBS
+566.4%
-359.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -3.2% | +1.8% | -4.9% | -3.3% |
| 30D | -4.9% | -13.9% | +9.0% | -3.7% |
| 3M | -25.8% | -39.8% | +14.0% | -22.7% |
| 6M | -37.6% | -6.0% | -31.5% | -38.9% |
| YTD | -41.5% | -5.4% | -36.1% | -43.3% |
| 1Y | -39.5% | -1.8% | -37.7% | -42.3% |
| 3Y | +0.1% | +53.7% | -53.5% | -15.5% |
| 5Y | -4.6% | +268.5% | -273.1% | -37.3% |
| All | +206.6% | +566.4% | -359.9% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling