+455.8%
RRX vs BUD
+217.8%
+238.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | +4.3% | +1.0% | +3.3% | +3.9% |
| 30D | +12.3% | +6.7% | +5.6% | +8.4% |
| 3M | +3.7% | +5.7% | -2.1% | +0.1% |
| 6M | -13.9% | +5.8% | -19.7% | -17.5% |
| YTD | +26.5% | +34.4% | -7.9% | +9.1% |
| 1Y | +29.3% | +33.3% | -4.0% | +12.0% |
| 3Y | +65.6% | +48.8% | +16.7% | +33.0% |
| 5Y | +10.6% | +52.5% | -41.9% | -13.9% |
| 10Y | +202.9% | -4.0% | +206.8% | +166.3% |
| All | +455.8% | +217.8% | +238.0% | +131.6% |
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