+4.4%
RDW vs BUD
+21.0%
-16.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +4.8% | -3.2% | +8.0% | +6.0% |
| 30D | -19.5% | -3.7% | -15.9% | -18.5% |
| 3M | -26.9% | -4.4% | -22.5% | -26.5% |
| 6M | +17.8% | +7.7% | +10.0% | +12.1% |
| YTD | +43.0% | +23.1% | +20.0% | +27.8% |
| 1Y | +32.1% | +33.6% | -1.6% | +13.1% |
| 3Y | +250.6% | +44.7% | +205.9% | +185.9% |
| 5Y | -6.6% | +44.9% | -51.6% | -26.5% |
| All | +4.4% | +21.0% | -16.6% | -14.7% |
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