+20.4%
BTDR vs RMBS
+265.4%
-245.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | -3.4% | +1.8% | -5.2% | -4.2% |
| 30D | +32.6% | -13.9% | +46.5% | +43.5% |
| 3M | -32.2% | -39.8% | +7.6% | -12.8% |
| 6M | +52.4% | -6.0% | +58.4% | +52.1% |
| YTD | +6.7% | -5.4% | +12.0% | +3.2% |
| 1Y | -15.2% | -1.8% | -13.4% | -19.5% |
| 3Y | +14.9% | +53.7% | -38.8% | -14.2% |
| All | +20.4% | +265.4% | -245.0% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling