-25.6%
ROL vs RMBS
-39.1%
+13.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.2% |
| 7D | +3.0% | +10.3% | -7.3% | +4.0% |
| 30D | +19.8% | -10.7% | +30.5% | +18.7% |
| 3M | +7.9% | -17.2% | +25.1% | +6.7% |
| 6M | -25.6% | -39.0% | +13.4% | -28.1% |
| All | -25.6% | -39.1% | +13.4% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling