+13.3%
RMBS vs DOC
+23.9%
-10.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.1% |
| 7D | -0.3% | -1.5% | +1.1% | +0.3% |
| 30D | -12.2% | -4.8% | -7.4% | -10.3% |
| 3M | -49.5% | +6.9% | -56.4% | -52.2% |
| 6M | -7.1% | +20.7% | -27.9% | -18.5% |
| YTD | -7.0% | +34.1% | -41.1% | -23.7% |
| 1Y | +13.3% | +22.6% | -9.3% | -0.7% |
| All | +13.3% | +23.9% | -10.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling