-47.9%
RIG vs BUD
-2.1%
-45.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.4% |
| 7D | +5.7% | +1.0% | +4.7% | +5.0% |
| 30D | -0.7% | +6.7% | -7.4% | -5.7% |
| 3M | -3.1% | +5.7% | -8.9% | -7.9% |
| 6M | -16.3% | +5.8% | -22.1% | -21.3% |
| YTD | +34.1% | +34.4% | -0.3% | +5.6% |
| 1Y | +38.2% | +33.3% | +4.9% | +9.0% |
| 3Y | -15.3% | +48.8% | -64.1% | -41.9% |
| 5Y | +62.5% | +52.5% | +9.9% | +3.1% |
| All | -47.9% | -2.1% | -45.8% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling