+819.2%
RL vs BUD
+214.6%
+604.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -4.2% | +4.5% | -8.6% | -6.3% |
| 30D | +4.3% | +12.5% | -8.2% | -2.0% |
| 3M | -4.6% | 0.0% | -4.6% | -5.0% |
| 6M | +1.7% | +3.8% | -2.1% | -0.6% |
| YTD | +7.3% | +33.1% | -25.7% | -7.8% |
| 1Y | +20.8% | +35.5% | -14.7% | +2.7% |
| 3Y | +247.0% | +49.4% | +197.6% | +172.2% |
| 5Y | +225.5% | +48.0% | +177.4% | +153.5% |
| 10Y | +363.0% | -8.6% | +371.6% | +316.9% |
| All | +819.2% | +214.6% | +604.6% | +291.1% |
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