+164.6%
DOCN vs RMBS
+331.2%
-166.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.1% |
| 7D | +1.1% | -0.3% | +1.5% | +1.3% |
| 30D | -9.6% | -12.2% | +2.5% | -3.6% |
| 3M | -37.7% | -49.5% | +11.8% | -14.0% |
| 6M | +115.2% | -7.1% | +122.4% | +107.9% |
| YTD | +133.7% | -7.0% | +140.7% | +117.3% |
| 1Y | +250.2% | +13.3% | +236.8% | +185.2% |
| 3Y | +320.3% | +49.2% | +271.0% | +149.8% |
| 5Y | +53.1% | +250.0% | -196.9% | -63.6% |
| All | +164.6% | +331.2% | -166.5% | -48.9% |
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 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