+1,408.6%
BDX vs RMBS
+1,363.4%
+45.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.1% |
| 7D | -4.3% | +3.0% | -7.2% | -4.4% |
| 30D | +1.3% | -14.4% | +15.7% | +1.9% |
| 3M | +20.2% | -42.8% | +63.1% | +23.0% |
| 6M | +8.6% | -1.4% | +10.0% | +7.5% |
| YTD | +19.0% | -5.4% | +24.4% | +17.6% |
| 1Y | +21.2% | +18.6% | +2.6% | +17.9% |
| 3Y | -9.7% | +57.3% | -67.0% | -14.7% |
| 5Y | -3.4% | +265.7% | -269.1% | -13.2% |
| 10Y | +53.9% | +546.0% | -492.2% | +32.9% |
| All | +1,408.6% | +1,363.4% | +45.2% | +841.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling