-15.2%
BTDR vs RMBS
+11.7%
-27.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.6% |
| 7D | -3.4% | +1.8% | -5.2% | -4.3% |
| 30D | +32.6% | -13.9% | +46.5% | +44.6% |
| 3M | -32.2% | -39.8% | +7.6% | -12.1% |
| 6M | +52.4% | -6.0% | +58.4% | +47.7% |
| YTD | +6.7% | -5.4% | +12.0% | -3.6% |
| 1Y | -15.2% | -1.8% | -13.4% | -19.6% |
| All | -15.2% | +11.7% | -27.0% | -19.6% |
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