-34.1%
RUN vs BUD
+48.7%
-82.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.2% |
| 7D | +10.2% | +0.8% | +9.4% | +9.6% |
| 30D | -9.6% | -4.8% | -4.8% | -6.9% |
| 3M | -31.5% | +1.4% | -32.9% | -32.8% |
| 6M | -18.7% | +9.9% | -28.6% | -25.2% |
| YTD | -49.9% | +26.3% | -76.2% | -59.3% |
| 1Y | -45.5% | +36.1% | -81.7% | -59.0% |
| 3Y | -34.1% | +48.6% | -82.7% | -62.3% |
| All | -34.1% | +48.7% | -82.8% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling