+44.7%
RBA vs BUD
+50.1%
-5.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | +6.8% | +6.7% | +0.2% | +5.2% |
| 3M | +9.5% | +5.9% | +3.6% | +7.9% |
| 6M | -8.2% | +5.1% | -13.3% | -9.5% |
| YTD | -7.7% | +32.9% | -40.6% | -14.6% |
| 1Y | -6.9% | +31.8% | -38.7% | -13.7% |
| 3Y | +61.6% | +47.4% | +14.3% | +43.1% |
| 5Y | +44.7% | +50.8% | -6.1% | +19.4% |
| All | +44.7% | +50.1% | -5.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling