+754.8%
RL vs BUD
+201.1%
+553.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -4.0% | +3.1% | -7.1% | -5.6% |
| 6M | -1.9% | +7.9% | -9.8% | -5.8% |
| YTD | -0.2% | +27.3% | -27.5% | -12.1% |
| 1Y | +10.7% | +37.8% | -27.1% | -6.6% |
| 3Y | +210.8% | +49.8% | +160.9% | +143.2% |
| 5Y | +238.2% | +43.8% | +194.4% | +167.4% |
| 10Y | +313.4% | -22.6% | +336.0% | +305.1% |
| All | +754.8% | +201.1% | +553.8% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling