+541.2%
O vs BUD
+218.9%
+322.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.3% |
| 7D | +3.3% | +1.3% | +2.0% | +2.8% |
| 30D | +10.3% | +10.0% | +0.3% | +6.4% |
| 3M | -3.5% | +1.6% | -5.1% | -4.3% |
| 6M | -1.3% | +6.5% | -7.8% | -3.9% |
| YTD | +10.3% | +34.8% | -24.5% | -2.0% |
| 1Y | +10.4% | +36.5% | -26.1% | -2.5% |
| 3Y | +40.0% | +49.0% | -9.0% | +17.8% |
| 5Y | +12.4% | +51.7% | -39.3% | -8.2% |
| 10Y | +78.2% | -7.5% | +85.8% | +56.7% |
| All | +541.2% | +218.9% | +322.3% | +244.6% |
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 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