+526.7%
RMBS vs DOCU
+110.9%
+415.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +5.0% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -15.5% | +12.9% | -28.5% | -17.9% |
| 3M | -11.5% | +35.1% | -46.5% | -18.1% |
| 6M | -36.5% | +76.2% | -112.7% | -45.7% |
| YTD | -7.1% | +17.2% | -24.3% | -13.1% |
| 1Y | -18.7% | +16.4% | -35.1% | -23.9% |
| 3Y | +36.2% | +95.6% | -59.4% | +11.3% |
| 5Y | +252.0% | -68.5% | +320.5% | +277.8% |
| All | +526.7% | +110.9% | +415.8% | +362.9% |
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