-17.4%
RMBS vs BUD
+38.4%
-55.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -5.2% |
| 7D | -8.9% | +3.3% | -12.3% | -8.1% |
| 30D | -24.8% | +11.8% | -36.7% | -23.6% |
| 3M | -17.6% | -1.1% | -16.5% | -16.4% |
| 6M | -25.7% | +14.9% | -40.5% | -27.3% |
| YTD | -9.8% | +32.6% | -42.4% | -15.3% |
| 1Y | -17.4% | +37.2% | -54.5% | -23.2% |
| All | -17.4% | +38.4% | -55.7% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling