+130.8%
ROP vs RMBS
+571.6%
-440.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -6.1% | +3.5% | -9.6% | -6.6% |
| 30D | -3.4% | -8.6% | +5.2% | -2.3% |
| 3M | +16.7% | -40.3% | +57.0% | +24.4% |
| 6M | +8.1% | -1.0% | +9.0% | +2.1% |
| YTD | -11.7% | -4.6% | -7.1% | -17.0% |
| 1Y | -24.2% | +17.6% | -41.8% | -33.5% |
| 3Y | -19.0% | +58.6% | -77.6% | -39.0% |
| 5Y | -15.9% | +270.9% | -286.8% | -54.2% |
| All | +130.8% | +571.6% | -440.9% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling