+3.0%
ROP vs RMBS
+249.4%
-246.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.4% |
| 7D | -2.9% | +3.0% | -5.9% | -3.2% |
| 30D | +30.1% | -15.5% | +45.6% | +31.0% |
| 3M | +19.9% | -11.5% | +31.3% | +20.1% |
| 6M | +46.0% | -36.5% | +82.6% | +48.6% |
| YTD | +8.4% | -7.1% | +15.5% | +3.6% |
| 1Y | +8.8% | -18.7% | +27.5% | +5.5% |
| 3Y | -5.6% | +36.2% | -41.8% | -19.8% |
| 5Y | +3.0% | +252.0% | -249.0% | -33.4% |
| All | +3.0% | +249.4% | -246.4% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling