+44.6%
RBA vs BUD
+49.3%
-4.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.1% |
| 7D | +4.3% | +4.5% | -0.2% | +3.5% |
| 30D | +16.3% | +12.5% | +3.8% | +14.1% |
| 3M | +1.3% | 0.0% | +1.3% | +1.1% |
| 6M | -11.1% | +3.8% | -14.9% | -11.8% |
| YTD | -8.5% | +33.1% | -41.5% | -13.7% |
| 1Y | -2.1% | +35.5% | -37.6% | -8.1% |
| 3Y | +44.6% | +49.4% | -4.8% | +18.5% |
| All | +44.6% | +49.3% | -4.8% | +18.5% |
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