+13.7%
RMBS vs BUD
+34.1%
-20.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.6% |
| 7D | +3.5% | -1.3% | +4.8% | +3.3% |
| 30D | -8.6% | -6.1% | -2.4% | -9.0% |
| 3M | -40.3% | -3.8% | -36.6% | -40.5% |
| 6M | -1.0% | +8.2% | -9.2% | -4.1% |
| YTD | -4.6% | +23.6% | -28.2% | -2.0% |
| All | +13.7% | +34.1% | -20.4% | +28.9% |
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