+215.0%
RNG vs BUD
-22.3%
+237.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -6.1% | -2.6% | -3.5% | -5.3% |
| 30D | +9.6% | -1.2% | +10.8% | +10.1% |
| 3M | +83.3% | -4.9% | +88.2% | +86.0% |
| 6M | +77.9% | +9.3% | +68.7% | +72.0% |
| YTD | +139.9% | +24.0% | +116.0% | +121.8% |
| 1Y | +121.7% | +34.5% | +87.1% | +98.9% |
| 3Y | +121.9% | +43.7% | +78.2% | +93.5% |
| 5Y | -68.4% | +46.0% | -114.4% | -72.6% |
| All | +215.0% | -22.3% | +237.2% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling