+46.1%
DE vs BUD
+38.4%
+7.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.0% |
| 7D | +5.6% | +3.3% | +2.3% | +4.9% |
| 30D | -0.8% | +11.8% | -12.7% | -3.3% |
| 3M | +9.8% | -1.1% | +10.9% | +10.1% |
| 6M | +17.5% | +14.9% | +2.7% | +10.6% |
| YTD | +46.5% | +32.6% | +13.9% | +24.2% |
| 1Y | +46.1% | +37.2% | +8.9% | +21.6% |
| All | +46.1% | +38.4% | +7.7% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling