+190.3%
RMBS vs DOCU
-71.9%
+262.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.0% | -14.0% | -15.5% |
| 7D | -23.4% | -3.2% | -20.2% | -22.8% |
| 30D | -38.9% | +15.7% | -54.6% | -41.0% |
| 3M | -28.4% | +37.3% | -65.7% | -34.1% |
| 6M | -40.9% | +63.1% | -104.1% | -48.8% |
| YTD | -24.2% | +15.4% | -39.6% | -28.8% |
| 1Y | -35.8% | +11.3% | -47.2% | -39.3% |
| 3Y | +20.0% | +92.1% | -72.1% | -1.9% |
| 5Y | +190.3% | -70.5% | +260.8% | +178.4% |
| All | +190.3% | -71.9% | +262.2% | +178.4% |
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 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