+5,052.1%
ROL vs RMBS
+1,331.1%
+3,721.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -1.7% | +21.9% | -23.6% | -3.3% |
| 30D | +18.5% | -13.4% | +32.0% | +19.5% |
| 3M | +4.3% | -15.9% | +20.2% | +5.1% |
| 6M | -27.7% | -34.8% | +7.1% | -26.3% |
| YTD | -35.8% | -7.5% | -28.3% | -37.3% |
| 1Y | -34.1% | -16.9% | -17.2% | -35.2% |
| 3Y | +2.9% | +35.5% | -32.6% | -6.4% |
| 5Y | +12.7% | +254.2% | -241.5% | -7.6% |
| 10Y | +212.6% | +558.2% | -345.6% | +138.3% |
| All | +5,052.1% | +1,331.1% | +3,721.0% | +2,829.8% |
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