+54.0%
DOCN vs RMBS
-31.1%
+85.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.4% | -0.8% |
| 7D | -19.2% | -12.0% | -7.2% | -13.8% |
| 30D | -43.1% | -33.1% | -9.9% | -31.2% |
| 3M | -40.7% | -23.7% | -17.0% | -32.5% |
| 6M | -55.0% | -42.7% | -12.3% | -44.0% |
| YTD | +50.6% | -18.9% | +69.5% | +53.9% |
| 1Y | +54.0% | -30.0% | +84.0% | +69.7% |
| All | +54.0% | -31.1% | +85.1% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling