+126.6%
RNG vs BUD
+33.5%
+93.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -9.6% | -3.2% | -6.4% | -9.8% |
| 30D | +8.8% | -3.7% | +12.5% | +8.4% |
| 3M | +78.6% | -4.4% | +83.1% | +77.5% |
| 6M | +70.3% | +7.7% | +62.6% | +72.9% |
| YTD | +140.3% | +23.1% | +117.3% | +146.6% |
| 1Y | +126.6% | +33.6% | +93.0% | +141.8% |
| All | +126.6% | +33.5% | +93.1% | +141.8% |
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