-22.2%
RMD vs BUD
+45.2%
-67.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -4.5% | +0.8% | -5.2% | -4.6% |
| 30D | +4.6% | -4.8% | +9.4% | +5.9% |
| 3M | +14.8% | +1.4% | +13.4% | +14.2% |
| 6M | -12.1% | +9.9% | -21.9% | -14.5% |
| YTD | -7.5% | +26.3% | -33.8% | -13.6% |
| 1Y | -20.1% | +36.1% | -56.2% | -26.9% |
| 3Y | +53.9% | +48.6% | +5.3% | +34.2% |
| 5Y | -22.2% | +45.0% | -67.2% | -33.5% |
| All | -22.2% | +45.2% | -67.4% | -33.5% |
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