+185.3%
RNG vs BUD
+38.4%
+147.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.1% |
| 7D | -9.6% | +3.3% | -12.9% | -9.4% |
| 30D | -1.4% | +11.8% | -13.2% | -1.7% |
| 3M | +28.8% | -1.1% | +29.8% | +27.8% |
| 6M | +65.6% | +14.9% | +50.7% | +67.9% |
| YTD | +171.4% | +32.6% | +138.8% | +163.4% |
| 1Y | +185.3% | +37.2% | +148.1% | +171.9% |
| All | +185.3% | +38.4% | +147.0% | +171.9% |
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