+5,128.2%
ROL vs RMBS
+1,337.6%
+3,790.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.3% |
| 7D | +0.8% | +3.0% | -2.2% | +0.3% |
| 30D | +20.6% | -15.5% | +36.1% | +21.8% |
| 3M | +4.5% | -11.5% | +16.0% | +4.8% |
| 6M | -26.5% | -36.5% | +10.0% | -24.9% |
| YTD | -34.8% | -7.1% | -27.7% | -36.4% |
| 1Y | -33.2% | -18.7% | -14.5% | -34.2% |
| 3Y | +4.5% | +36.2% | -31.7% | -5.0% |
| 5Y | +15.5% | +252.0% | -236.5% | -5.3% |
| 10Y | +217.2% | +561.2% | -344.0% | +141.7% |
| All | +5,128.2% | +1,337.6% | +3,790.5% | +2,871.9% |
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