+319.9%
RNG vs BUD
+12.3%
+307.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | -3.4% | +6.7% | -10.0% | -5.9% |
| 3M | +20.9% | +5.9% | +15.0% | +18.1% |
| 6M | +82.2% | +5.1% | +77.1% | +78.0% |
| YTD | +164.6% | +32.9% | +131.8% | +135.9% |
| 1Y | +177.0% | +31.8% | +145.2% | +147.5% |
| 3Y | +177.4% | +47.4% | +130.0% | +135.3% |
| 5Y | -72.3% | +50.8% | -123.1% | -76.8% |
| 10Y | +238.9% | -5.1% | +244.0% | +215.5% |
| All | +319.9% | +12.3% | +307.6% | +240.7% |
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