-37.3%
DOCS vs RMBS
+267.3%
-304.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.3% |
| 7D | -4.2% | +3.0% | -7.1% | -5.0% |
| 30D | +8.6% | -15.5% | +24.2% | +11.6% |
| 3M | +27.2% | -11.5% | +38.7% | +28.2% |
| 6M | +26.5% | -36.5% | +63.0% | +33.1% |
| YTD | -25.0% | -7.1% | -17.9% | -32.6% |
| 1Y | -37.0% | -18.7% | -18.3% | -41.4% |
| 3Y | +39.4% | +36.2% | +3.2% | -2.6% |
| 5Y | -56.7% | +252.0% | -308.7% | -83.9% |
| All | -37.3% | +267.3% | -304.6% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling