+8.2%
ROP vs RMBS
-18.4%
+26.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.1% |
| 7D | +0.7% | +10.3% | -9.6% | +1.7% |
| 30D | +28.8% | -10.7% | +39.5% | +28.0% |
| 3M | +21.1% | -17.2% | +38.3% | +20.0% |
| 6M | +52.5% | -39.0% | +91.6% | +50.3% |
| YTD | +8.9% | -10.5% | +19.4% | +7.4% |
| 1Y | +8.2% | -11.0% | +19.2% | +6.7% |
| All | +8.2% | -18.4% | +26.6% | +6.7% |
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