+493.0%
RMBS vs DOCU
+104.4%
+388.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -8.4% | -3.4% | -5.1% | -7.7% |
| 30D | -24.9% | +9.3% | -34.1% | -26.4% |
| 3M | -15.8% | +30.2% | -46.0% | -21.5% |
| 6M | -37.5% | +62.1% | -99.6% | -45.5% |
| YTD | -12.1% | +13.5% | -25.7% | -17.2% |
| 1Y | -27.0% | +11.5% | -38.5% | -31.0% |
| 3Y | +28.8% | +89.5% | -60.7% | +6.0% |
| 5Y | +236.2% | -69.6% | +305.8% | +263.6% |
| All | +493.0% | +104.4% | +388.6% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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