-29.6%
RIG vs BUD
+48.7%
-78.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +9.5% | -4.8% | +14.3% | +9.8% |
| 3M | -6.6% | +1.4% | -8.0% | -6.8% |
| 6M | -2.9% | +9.9% | -12.7% | -3.8% |
| YTD | +39.5% | +26.3% | +13.1% | +36.9% |
| 1Y | +82.3% | +36.1% | +46.1% | +77.5% |
| 3Y | -29.6% | +48.6% | -78.2% | -32.9% |
| All | -29.6% | +48.7% | -78.2% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling