+55.8%
DOCS vs RMBS
+19.9%
+35.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.9% | +11.6% | -2.6% |
| 7D | -1.3% | -23.4% | +22.1% | +1.3% |
| 30D | +19.4% | -38.9% | +58.3% | +25.3% |
| 3M | +53.4% | -28.4% | +81.8% | +57.9% |
| 6M | +28.8% | -40.9% | +69.7% | +32.5% |
| YTD | -25.1% | -24.2% | -0.9% | -28.4% |
| 1Y | -48.1% | -35.8% | -12.3% | -48.9% |
| All | +55.8% | +19.9% | +35.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling