-61.5%
DOCS vs RMBS
+16.3%
-77.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +21.8% | -12.2% | +34.0% | +21.9% |
| 3M | +27.3% | -49.5% | +76.8% | +28.3% |
| 6M | -0.3% | -7.1% | +6.8% | -3.5% |
| YTD | -40.5% | -7.0% | -33.5% | -43.0% |
| 1Y | -61.5% | +13.3% | -74.9% | -64.2% |
| All | -61.5% | +16.3% | -77.8% | -64.2% |
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