-52.9%
DOCS vs RMBS
+240.2%
-293.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +2.6% | +10.3% | -7.8% | +0.5% |
| 30D | +11.4% | -10.7% | +22.2% | +13.2% |
| 3M | +25.4% | -17.2% | +42.6% | +28.3% |
| 6M | +42.5% | -39.0% | +81.6% | +51.5% |
| YTD | -24.7% | -10.5% | -14.2% | -32.1% |
| 1Y | -32.9% | -11.0% | -22.0% | -39.8% |
| 3Y | +39.6% | +31.3% | +8.3% | -3.2% |
| All | -52.9% | +240.2% | -293.1% | -85.9% |
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