+46.0%
ROP vs RMBS
-32.4%
+78.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +1.7% |
| 7D | -2.9% | +3.0% | -5.9% | -2.0% |
| 30D | +30.1% | -15.5% | +45.6% | +27.1% |
| 3M | +19.9% | -11.5% | +31.3% | +18.9% |
| 6M | +46.0% | -36.5% | +82.6% | +41.7% |
| All | +46.0% | -32.4% | +78.4% | +41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling