-42.2%
RIG vs BUD
-22.3%
-19.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.2% |
| 7D | -3.1% | -2.6% | -0.4% | -1.4% |
| 30D | -0.5% | -1.2% | +0.7% | 0.0% |
| 3M | -6.0% | -4.9% | -1.1% | -3.7% |
| 6M | -10.1% | +9.3% | -19.4% | -17.7% |
| YTD | +37.3% | +24.0% | +13.3% | +15.4% |
| 1Y | +73.9% | +34.5% | +39.4% | +36.7% |
| 3Y | -30.2% | +43.7% | -73.8% | -50.9% |
| 5Y | +62.5% | +46.0% | +16.4% | +6.0% |
| All | -42.2% | -22.3% | -19.9% | -48.3% |
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