+1,030.0%
RMBS vs DOC
+730.2%
+299.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.1% |
| 7D | -0.3% | -1.5% | +1.1% | +0.2% |
| 30D | -12.2% | -4.8% | -7.4% | -10.5% |
| 3M | -49.5% | +6.9% | -56.4% | -51.2% |
| 6M | -7.1% | +20.7% | -27.9% | -14.6% |
| YTD | -7.0% | +34.1% | -41.1% | -18.1% |
| 1Y | +13.3% | +22.6% | -9.3% | +3.4% |
| 3Y | +49.2% | +20.8% | +28.4% | +34.7% |
| 5Y | +250.0% | -24.9% | +274.8% | +277.0% |
| 10Y | +495.1% | -1.8% | +496.9% | +429.9% |
| All | +1,030.0% | +730.2% | +299.8% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling