-22.1%
ROP vs RMBS
+16.3%
-38.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.5% |
| 30D | +3.2% | -12.2% | +15.4% | +2.5% |
| 3M | +23.1% | -49.5% | +72.6% | +20.7% |
| 6M | +13.3% | -7.1% | +20.5% | +10.9% |
| YTD | -7.9% | -7.0% | -0.9% | -9.1% |
| 1Y | -22.1% | +13.3% | -35.4% | -23.8% |
| All | -22.1% | +16.3% | -38.3% | -23.8% |
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 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