+464.2%
RMBS vs BUD
+198.8%
+265.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | -14.4% | -4.8% | -9.6% | -13.1% |
| 3M | -42.8% | +1.4% | -44.2% | -43.6% |
| 6M | -1.4% | +9.9% | -11.3% | -5.6% |
| YTD | -5.4% | +26.3% | -31.8% | -14.2% |
| 1Y | +18.6% | +36.1% | -17.6% | +4.3% |
| 3Y | +57.3% | +48.6% | +8.7% | +30.2% |
| 5Y | +265.7% | +45.0% | +220.7% | +200.1% |
| 10Y | +546.0% | -23.1% | +569.1% | +533.9% |
| All | +464.2% | +198.8% | +265.5% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling