+471.1%
RMBS vs DOC
+14.9%
+456.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.9% |
| 7D | -23.4% | +6.2% | -29.7% | -25.1% |
| 30D | -38.9% | +6.5% | -45.4% | -40.5% |
| 3M | -28.4% | -6.2% | -22.2% | -27.0% |
| 6M | -40.9% | +25.6% | -66.5% | -46.2% |
| YTD | -24.2% | +32.1% | -56.2% | -32.1% |
| 1Y | -35.8% | +20.3% | -56.1% | -40.8% |
| 3Y | +20.0% | +42.7% | -22.7% | +3.7% |
| 5Y | +190.3% | -22.2% | +212.5% | +203.2% |
| All | +471.1% | +14.9% | +456.2% | +413.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling