-34.8%
RMBS vs BUD
+5.0%
-39.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.7% |
| 7D | +21.9% | -1.6% | +23.5% | +20.0% |
| 30D | -13.4% | +6.7% | -20.1% | -7.4% |
| 3M | -15.9% | +5.9% | -21.8% | -10.4% |
| 6M | -34.8% | +5.1% | -39.8% | -29.6% |
| All | -34.8% | +5.0% | -39.8% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling