+26.7%
BTDR vs RMBS
+280.4%
-253.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +1.5% |
| 7D | +22.4% | +3.0% | +19.5% | +20.6% |
| 30D | +16.5% | -14.4% | +30.9% | +27.0% |
| 3M | -31.5% | -42.8% | +11.4% | -9.5% |
| 6M | +74.0% | -1.4% | +75.4% | +69.8% |
| YTD | +13.0% | -5.4% | +18.5% | +9.4% |
| 1Y | -0.2% | +18.6% | -18.8% | -13.9% |
| 3Y | +9.9% | +57.3% | -47.4% | -18.0% |
| 5Y | +28.1% | +265.7% | -237.6% | -6.1% |
| All | +26.7% | +280.4% | -253.7% | -6.6% |
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 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