+190.3%
RMBS vs DOC
-22.1%
+212.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.8% |
| 7D | -23.4% | +6.2% | -29.7% | -25.3% |
| 30D | -38.9% | +6.5% | -45.4% | -40.7% |
| 3M | -28.4% | -6.2% | -22.2% | -26.7% |
| 6M | -40.9% | +25.6% | -66.5% | -47.4% |
| YTD | -24.2% | +32.1% | -56.2% | -33.9% |
| 1Y | -35.8% | +20.3% | -56.1% | -42.0% |
| 3Y | +20.0% | +42.7% | -22.7% | -0.5% |
| 5Y | +190.3% | -22.2% | +212.5% | +236.5% |
| All | +190.3% | -22.1% | +212.4% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling