+66.4%
DOCN vs RMBS
+251.6%
-185.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -15.9% | +0.1% | -7.6% |
| 7D | -29.3% | -23.4% | -5.9% | -18.4% |
| 30D | -46.0% | -38.9% | -7.1% | -29.9% |
| 3M | -43.2% | -28.4% | -14.8% | -32.2% |
| 6M | -53.7% | -40.9% | -12.8% | -40.7% |
| YTD | +46.9% | -24.2% | +71.1% | +52.7% |
| 1Y | +54.3% | -35.8% | +90.2% | +74.4% |
| 3Y | +185.5% | +20.0% | +165.5% | +93.9% |
| 5Y | -31.1% | +190.3% | -221.4% | -81.9% |
| All | +66.4% | +251.6% | -185.2% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling