-54.2%
DOCS vs RMBS
+208.7%
-263.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.0% | -9.0% | -3.4% |
| 7D | -0.8% | -12.0% | +11.2% | +1.4% |
| 30D | +17.4% | -33.1% | +50.6% | +26.5% |
| 3M | +57.4% | -23.7% | +81.1% | +64.0% |
| 6M | +26.5% | -42.7% | +69.2% | +35.8% |
| YTD | -26.6% | -18.9% | -7.7% | -32.4% |
| 1Y | -48.1% | -30.0% | -18.0% | -50.3% |
| 3Y | +52.6% | +28.8% | +23.8% | +3.5% |
| All | -54.2% | +208.7% | -263.0% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling