-72.3%
RNG vs BUD
+50.1%
-122.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +2.3% | -1.6% | +3.9% | +3.0% |
| 30D | -3.4% | +6.7% | -10.0% | -7.1% |
| 3M | +20.9% | +5.9% | +15.0% | +16.8% |
| 6M | +82.2% | +5.1% | +77.1% | +75.6% |
| YTD | +164.6% | +32.9% | +131.8% | +119.4% |
| 1Y | +177.0% | +31.8% | +145.2% | +130.4% |
| 3Y | +177.4% | +47.4% | +130.0% | +106.7% |
| 5Y | -72.3% | +50.8% | -123.1% | -81.6% |
| All | -72.3% | +50.1% | -122.5% | -81.6% |
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