+249.3%
RL vs BUD
+49.6%
+199.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | +2.9% | +6.7% | -3.7% | +0.7% |
| 3M | 0.0% | +5.7% | -5.7% | -1.9% |
| 6M | +17.1% | +5.8% | +11.3% | +14.8% |
| YTD | +10.1% | +34.4% | -24.3% | +1.2% |
| 1Y | +17.3% | +33.3% | -16.0% | +7.9% |
| 3Y | +249.3% | +48.8% | +200.5% | +186.8% |
| All | +249.3% | +49.6% | +199.7% | +186.8% |
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