+4,748.3%
ROL vs RMBS
+1,339.3%
+3,409.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -4.1% | -12.2% | +8.1% | -3.1% |
| 3M | -22.5% | -49.5% | +27.0% | -18.5% |
| 6M | -37.7% | -7.1% | -30.5% | -38.4% |
| YTD | -39.6% | -7.0% | -32.6% | -40.7% |
| 1Y | -36.0% | +13.3% | -49.4% | -38.8% |
| 3Y | -5.1% | +49.2% | -54.4% | -14.1% |
| 5Y | -3.4% | +250.0% | -253.3% | -20.2% |
| 10Y | +215.2% | +495.1% | -279.9% | +143.7% |
| All | +4,748.3% | +1,339.3% | +3,409.0% | +2,673.6% |
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