+996.2%
RMBS vs DOC
+719.4%
+276.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -7.2% |
| 7D | -8.9% | +8.7% | -17.7% | -12.1% |
| 30D | -24.8% | +7.6% | -32.5% | -27.4% |
| 3M | -17.6% | -5.3% | -12.3% | -16.2% |
| 6M | -25.7% | +27.6% | -53.3% | -33.5% |
| YTD | -9.8% | +32.4% | -42.2% | -20.5% |
| 1Y | -17.4% | +22.9% | -40.2% | -25.1% |
| 3Y | +42.8% | +43.1% | -0.3% | +20.2% |
| 5Y | +245.6% | -21.4% | +266.9% | +264.2% |
| 10Y | +594.9% | +16.8% | +578.1% | +473.0% |
| All | +996.2% | +719.4% | +276.8% | +187.4% |
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