+237.5%
DOCN vs RMBS
+32.1%
+205.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -0.9% | -2.7% |
| 7D | +19.1% | +10.3% | +8.8% | +14.1% |
| 30D | -21.0% | -10.7% | -10.3% | -16.2% |
| 3M | -34.7% | -17.2% | -17.5% | -28.5% |
| 6M | -45.8% | -39.0% | -6.8% | -34.0% |
| YTD | +79.4% | -10.5% | +89.9% | +75.4% |
| 1Y | +91.0% | -11.0% | +102.0% | +86.4% |
| 3Y | +237.5% | +31.3% | +206.1% | +148.9% |
| All | +237.5% | +32.1% | +205.4% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling