-30.0%
RMBS vs DOC
+20.9%
-50.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.8% |
| 7D | -12.0% | +6.5% | -18.4% | -13.5% |
| 30D | -33.1% | +9.2% | -42.3% | -35.0% |
| 3M | -23.7% | -2.5% | -21.2% | -22.7% |
| 6M | -42.7% | +7.1% | -49.8% | -45.2% |
| YTD | -18.9% | +33.0% | -51.9% | -28.7% |
| 1Y | -30.0% | +23.3% | -53.3% | -39.7% |
| All | -30.0% | +20.9% | -50.9% | -39.7% |
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