+105.1%
DOCN vs RMBS
+330.7%
-225.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.7% | +3.9% | +6.6% |
| 7D | +3.7% | +3.0% | +0.8% | +2.6% |
| 30D | -33.7% | -15.5% | -18.2% | -26.9% |
| 3M | -27.9% | -11.5% | -16.4% | -22.6% |
| 6M | -46.4% | -36.5% | -9.9% | -34.1% |
| YTD | +81.1% | -7.1% | +88.2% | +69.7% |
| 1Y | +74.3% | -18.7% | +93.0% | +74.3% |
| 3Y | +245.8% | +36.2% | +209.7% | +124.3% |
| 5Y | -23.7% | +252.0% | -275.7% | -81.8% |
| All | +105.1% | +330.7% | -225.6% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling