+4,737.4%
ROP vs RMBS
+1,339.3%
+3,398.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +3.2% | -12.2% | +15.4% | +4.5% |
| 3M | +23.1% | -49.5% | +72.6% | +30.8% |
| 6M | +13.3% | -7.1% | +20.5% | +11.0% |
| YTD | -7.9% | -7.0% | -0.9% | -10.3% |
| 1Y | -22.1% | +13.3% | -35.4% | -26.5% |
| 3Y | -16.8% | +49.2% | -66.1% | -26.4% |
| 5Y | -13.5% | +250.0% | -263.5% | -31.4% |
| 10Y | +137.7% | +495.1% | -357.4% | +75.2% |
| All | +4,737.4% | +1,339.3% | +3,398.1% | +2,563.2% |
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