-5.6%
ROP vs RMBS
+37.1%
-42.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.6% |
| 7D | -2.9% | +3.0% | -5.9% | -3.0% |
| 30D | +30.1% | -15.5% | +45.6% | +30.4% |
| 3M | +19.9% | -11.5% | +31.3% | +20.0% |
| 6M | +46.0% | -36.5% | +82.6% | +47.4% |
| YTD | +8.4% | -7.1% | +15.5% | +4.7% |
| 1Y | +8.8% | -18.7% | +27.5% | +6.2% |
| All | -5.6% | +37.1% | -42.7% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling