-3.9%
RMD vs BUD
+33.8%
-37.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | +2.1% | +1.0% | +1.1% | +1.8% |
| 30D | +2.1% | +6.7% | -4.6% | +0.7% |
| 3M | +6.2% | +5.7% | +0.5% | +4.9% |
| 6M | +19.4% | +5.8% | +13.6% | +17.7% |
| YTD | +0.5% | +34.4% | -33.9% | -9.5% |
| 1Y | -3.9% | +33.3% | -37.2% | -13.1% |
| All | -3.9% | +33.8% | -37.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling