+411.9%
RRX vs BUD
+201.1%
+210.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.4% | +0.3% | +3.2% | +3.3% |
| 30D | -11.1% | -5.7% | -5.5% | -8.9% |
| 3M | -23.7% | +3.1% | -26.8% | -25.3% |
| 6M | -22.0% | +7.9% | -29.9% | -25.0% |
| YTD | +16.5% | +27.3% | -10.9% | +3.9% |
| 1Y | +11.5% | +37.8% | -26.3% | -4.2% |
| 3Y | +1.5% | +49.8% | -48.3% | -18.3% |
| 5Y | +18.3% | +43.8% | -25.6% | -5.0% |
| 10Y | +209.8% | -22.6% | +232.4% | +203.9% |
| All | +411.9% | +201.1% | +210.8% | +120.6% |
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 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