+47.0%
DD vs BUD
+50.2%
-3.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -10.3% | -5.7% | -4.6% | -8.5% |
| 3M | -7.5% | +3.1% | -10.7% | -9.1% |
| 6M | -8.0% | +7.9% | -15.9% | -11.4% |
| YTD | +10.5% | +27.3% | -16.9% | +0.3% |
| 1Y | +38.3% | +37.8% | +0.5% | +22.2% |
| All | +47.0% | +50.2% | -3.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling