-35.6%
DOCN vs RMBS
+208.7%
-244.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.4% | -1.0% |
| 7D | -19.2% | -12.0% | -7.2% | -13.5% |
| 30D | -43.1% | -33.1% | -9.9% | -29.6% |
| 3M | -40.7% | -23.7% | -17.0% | -31.7% |
| 6M | -55.0% | -42.7% | -12.3% | -41.7% |
| YTD | +50.6% | -18.9% | +69.5% | +51.2% |
| 1Y | +54.0% | -30.0% | +84.0% | +66.2% |
| 3Y | +203.9% | +28.8% | +175.1% | +99.5% |
| All | -35.6% | +208.7% | -244.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling