+613.0%
DD vs BUD
+201.1%
+411.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -3.5% | +0.3% | -3.8% | -3.7% |
| 30D | -10.3% | -5.7% | -4.6% | -7.7% |
| 3M | -7.5% | +3.1% | -10.7% | -9.6% |
| 6M | -8.0% | +7.9% | -15.9% | -12.3% |
| YTD | +10.5% | +27.3% | -16.9% | -3.7% |
| 1Y | +38.3% | +37.8% | +0.5% | +15.3% |
| 3Y | +42.5% | +49.8% | -7.4% | +10.6% |
| 5Y | +60.2% | +43.8% | +16.3% | +24.2% |
| 10Y | +68.9% | -22.6% | +91.5% | +71.7% |
| All | +613.0% | +201.1% | +411.9% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling