+451.8%
RMBS vs BUD
+214.2%
+237.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +21.9% | -1.6% | +23.5% | +22.5% |
| 30D | -13.4% | +6.7% | -20.1% | -15.9% |
| 3M | -15.9% | +5.9% | -21.8% | -18.4% |
| 6M | -34.8% | +5.1% | -39.8% | -37.1% |
| YTD | -7.5% | +32.9% | -40.4% | -18.3% |
| 1Y | -16.9% | +31.8% | -48.7% | -26.4% |
| 3Y | +35.5% | +47.4% | -11.8% | +11.9% |
| 5Y | +254.2% | +50.8% | +203.4% | +185.3% |
| 10Y | +558.2% | -5.1% | +563.2% | +487.8% |
| All | +451.8% | +214.2% | +237.5% | +156.8% |
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