+253.1%
RMBS vs DOCU
-78.0%
+331.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.5% |
| 7D | -0.3% | +6.9% | -7.2% | -1.9% |
| 30D | -12.2% | +19.0% | -31.2% | -16.1% |
| 3M | -49.5% | +34.3% | -83.8% | -53.6% |
| 6M | -7.1% | +48.0% | -55.2% | -18.1% |
| YTD | -7.0% | 0.0% | -7.0% | -9.2% |
| 1Y | +13.3% | -10.3% | +23.6% | +13.4% |
| 3Y | +49.2% | +32.4% | +16.9% | +33.1% |
| All | +253.1% | -78.0% | +331.1% | +259.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling