+244.0%
RL vs BUD
+46.3%
+197.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -7.8% | -5.7% | -2.1% | -5.3% |
| 3M | -4.0% | +3.1% | -7.1% | -5.5% |
| 6M | -1.9% | +7.9% | -9.8% | -5.5% |
| YTD | -0.2% | +27.3% | -27.5% | -11.3% |
| 1Y | +10.7% | +37.8% | -27.1% | -5.5% |
| 3Y | +210.8% | +49.8% | +160.9% | +141.7% |
| All | +244.0% | +46.3% | +197.7% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling