+56.7%
BDX vs RMBS
+566.4%
-509.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -3.2% | +1.8% | -4.9% | -3.3% |
| 30D | -2.5% | -13.9% | +11.3% | -1.6% |
| 3M | +21.4% | -39.8% | +61.2% | +25.5% |
| 6M | +10.4% | -6.0% | +16.4% | +8.0% |
| YTD | +18.8% | -5.4% | +24.2% | +15.2% |
| 1Y | +21.7% | -1.8% | +23.5% | +16.3% |
| 3Y | -10.0% | +53.7% | -63.6% | -22.1% |
| 5Y | -1.8% | +268.5% | -270.3% | -29.9% |
| All | +56.7% | +566.4% | -509.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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