+305.4%
RNG vs BUD
+7.7%
+297.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | +19.6% | -5.7% | +25.3% | +22.0% |
| 3M | +67.0% | +3.1% | +63.9% | +65.0% |
| 6M | +88.4% | +7.9% | +80.5% | +82.2% |
| YTD | +155.5% | +27.3% | +128.2% | +132.1% |
| 1Y | +141.7% | +37.8% | +103.9% | +112.8% |
| 3Y | +131.1% | +49.8% | +81.2% | +95.6% |
| 5Y | -70.6% | +43.8% | -114.4% | -74.9% |
| 10Y | +228.2% | -22.6% | +250.9% | +238.4% |
| All | +305.4% | +7.7% | +297.8% | +235.1% |
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