+28.8%
RMBS vs DOCU
+87.9%
-59.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.6% | +7.4% |
| 7D | -12.0% | -5.5% | -6.4% | -10.7% |
| 30D | -33.1% | +12.6% | -45.8% | -35.2% |
| 3M | -23.7% | +36.4% | -60.1% | -30.4% |
| 6M | -42.7% | +66.8% | -109.5% | -51.9% |
| YTD | -18.9% | +13.5% | -32.4% | -22.8% |
| 1Y | -30.0% | +11.3% | -41.3% | -33.1% |
| 3Y | +28.8% | +92.1% | -63.2% | -18.4% |
| All | +28.8% | +87.9% | -59.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling