+84.2%
DOCN vs RMBS
+307.4%
-223.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.3% | -0.3% | +3.7% |
| 7D | -12.8% | -3.9% | -8.9% | -10.7% |
| 30D | -41.9% | -24.9% | -17.1% | -32.2% |
| 3M | -36.9% | -20.5% | -16.5% | -28.8% |
| 6M | -52.2% | -37.5% | -14.7% | -40.8% |
| YTD | +62.7% | -12.1% | +74.9% | +56.7% |
| 1Y | +58.2% | -25.0% | +83.3% | +65.0% |
| 3Y | +219.5% | +36.1% | +183.4% | +104.5% |
| 5Y | -32.9% | +236.1% | -269.0% | -83.7% |
| All | +84.2% | +307.4% | -223.1% | -63.1% |
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