+409.9%
RBA vs BUD
+201.1%
+208.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -12.3% | -5.7% | -6.6% | -10.9% |
| 3M | -20.5% | +3.1% | -23.6% | -21.3% |
| 6M | -18.5% | +7.9% | -26.4% | -20.5% |
| YTD | -18.2% | +27.3% | -45.6% | -24.0% |
| 1Y | -27.5% | +37.8% | -65.3% | -34.2% |
| 3Y | +38.1% | +49.8% | -11.8% | +20.7% |
| 5Y | +44.8% | +43.8% | +1.0% | +25.9% |
| 10Y | +187.1% | -22.6% | +209.8% | +182.1% |
| All | +409.9% | +201.1% | +208.9% | +205.9% |
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