+129.7%
ROP vs RMBS
+554.0%
-424.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.1% |
| 7D | -8.0% | +1.2% | -9.2% | -8.2% |
| 30D | -2.7% | -11.5% | +8.7% | -1.2% |
| 3M | +16.6% | -38.2% | +54.8% | +23.5% |
| 6M | +10.4% | -4.8% | +15.1% | +4.9% |
| YTD | -12.1% | -7.1% | -5.0% | -17.1% |
| 1Y | -23.6% | +10.7% | -34.3% | -32.2% |
| 3Y | -19.3% | +54.5% | -73.8% | -39.0% |
| 5Y | -15.4% | +261.7% | -277.0% | -53.8% |
| All | +129.7% | +554.0% | -424.3% | -6.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling