+1,271.8%
RMD vs BUD
+201.1%
+1,070.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +2.2% | -5.7% | +7.9% | +3.9% |
| 3M | +17.8% | +3.1% | +14.7% | +16.7% |
| 6M | -11.3% | +7.9% | -19.2% | -13.5% |
| YTD | -4.4% | +27.3% | -31.8% | -11.3% |
| 1Y | -15.7% | +37.8% | -53.5% | -23.7% |
| 3Y | +47.7% | +49.8% | -2.1% | +28.5% |
| 5Y | -19.2% | +43.8% | -63.1% | -29.8% |
| 10Y | +280.4% | -22.6% | +303.0% | +286.6% |
| All | +1,271.8% | +201.1% | +1,070.7% | +741.5% |
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 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