-51.1%
DOCS vs RMBS
+187.9%
-239.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.9% | +11.6% | -1.1% |
| 7D | -1.3% | -23.4% | +22.1% | +3.7% |
| 30D | +19.4% | -38.9% | +58.3% | +31.1% |
| 3M | +53.4% | -28.4% | +81.8% | +62.0% |
| 6M | +28.8% | -40.9% | +69.7% | +36.5% |
| YTD | -25.1% | -24.2% | -0.9% | -30.0% |
| 1Y | -48.1% | -35.8% | -12.3% | -49.3% |
| 3Y | +51.4% | +20.0% | +31.4% | +4.4% |
| 5Y | -51.1% | +190.3% | -241.4% | -84.3% |
| All | -51.1% | +187.9% | -239.0% | -84.3% |
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