+236.2%
RMBS vs BUD
+51.3%
+185.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -8.4% | +6.0% | -14.5% | -9.4% |
| 30D | -24.9% | +11.3% | -36.1% | -26.6% |
| 3M | -15.8% | +3.6% | -19.3% | -16.6% |
| 6M | -37.5% | +7.7% | -45.2% | -39.0% |
| YTD | -12.1% | +36.4% | -48.5% | -19.8% |
| 1Y | -27.0% | +37.8% | -64.8% | -33.6% |
| 3Y | +28.8% | +51.2% | -22.4% | +10.9% |
| 5Y | +236.2% | +53.4% | +182.8% | +187.0% |
| All | +236.2% | +51.3% | +185.0% | +187.0% |
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 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