-69.4%
BTDR vs RMBS
-18.2%
-51.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.0% | +0.4% | -2.1% |
| 7D | -17.6% | -8.9% | -8.6% | -12.4% |
| 30D | -40.3% | -24.8% | -15.4% | -29.1% |
| 3M | -42.6% | -17.6% | -25.1% | -35.4% |
| 6M | -46.3% | -25.7% | -20.6% | -37.0% |
| YTD | -41.7% | -9.8% | -32.0% | -48.9% |
| 1Y | -69.4% | -17.4% | -52.0% | -71.5% |
| All | -69.4% | -18.2% | -51.2% | -71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling