+5,615.2%
ROP vs RMBS
+1,284.9%
+4,330.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.8% |
| 7D | +0.7% | +10.3% | -9.6% | -0.4% |
| 30D | +28.8% | -10.7% | +39.5% | +29.6% |
| 3M | +21.1% | -17.2% | +38.3% | +22.2% |
| 6M | +52.5% | -39.0% | +91.6% | +56.8% |
| YTD | +8.9% | -10.5% | +19.4% | +5.5% |
| 1Y | +8.2% | -11.0% | +19.2% | +4.7% |
| 3Y | -5.2% | +31.3% | -36.5% | -15.5% |
| 5Y | +1.7% | +242.8% | -241.1% | -19.8% |
| 10Y | +185.4% | +536.9% | -351.6% | +107.2% |
| All | +5,615.2% | +1,284.9% | +4,330.3% | +3,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling