+265.7%
RMBS vs BUD
+45.2%
+220.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.8% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | -14.4% | -4.8% | -9.6% | -13.6% |
| 3M | -42.8% | +1.4% | -44.2% | -43.4% |
| 6M | -1.4% | +9.9% | -11.3% | -4.5% |
| YTD | -5.4% | +26.3% | -31.8% | -11.9% |
| 1Y | +18.6% | +36.1% | -17.6% | +8.1% |
| 3Y | +57.3% | +48.6% | +8.7% | +35.4% |
| 5Y | +265.7% | +45.0% | +220.7% | +213.3% |
| All | +265.7% | +45.2% | +220.5% | +213.3% |
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