-38.8%
DOCS vs RMBS
+247.5%
-286.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.6% | -8.4% | +7.9% | +0.8% |
| 30D | +6.3% | -24.9% | +31.1% | +11.7% |
| 3M | +26.5% | -15.8% | +42.3% | +28.7% |
| 6M | +24.8% | -37.5% | +62.3% | +31.4% |
| YTD | -26.8% | -12.1% | -14.7% | -33.5% |
| 1Y | -38.3% | -27.0% | -11.3% | -41.0% |
| 3Y | +36.0% | +28.8% | +7.2% | -3.9% |
| 5Y | -55.0% | +236.2% | -291.2% | -83.1% |
| All | -38.8% | +247.5% | -286.3% | -77.0% |
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