-37.8%
ROL vs RMBS
+16.2%
-54.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | -3.3% | +3.5% | -6.7% | -3.2% |
| 30D | -7.2% | -8.6% | +1.4% | -7.3% |
| 3M | -27.0% | -40.3% | +13.3% | -27.3% |
| 6M | -39.5% | -1.0% | -38.5% | -39.8% |
| YTD | -41.8% | -4.6% | -37.2% | -41.8% |
| All | -37.8% | +16.2% | -54.0% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling