-3.0%
RBA vs BUD
+38.4%
-41.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.7% |
| 7D | +12.7% | +3.3% | +9.3% | +12.2% |
| 30D | +15.5% | +11.8% | +3.7% | +14.1% |
| 3M | -14.0% | -1.1% | -13.0% | -14.6% |
| 6M | -8.8% | +14.9% | -23.7% | -9.6% |
| YTD | -6.9% | +32.6% | -39.5% | -15.3% |
| 1Y | -3.0% | +37.2% | -40.2% | -13.8% |
| All | -3.0% | +38.4% | -41.3% | -13.8% |
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