-19.1%
RUN vs BUD
-10.2%
-9.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.1% | -11.7% | -11.2% |
| 7D | +0.3% | +6.0% | -5.7% | -2.8% |
| 30D | +14.0% | +11.3% | +2.7% | +7.5% |
| 3M | -11.8% | +3.6% | -15.3% | -13.8% |
| 6M | -40.4% | +7.7% | -48.1% | -43.4% |
| YTD | -52.7% | +36.4% | -89.0% | -60.9% |
| 1Y | -52.5% | +37.8% | -90.4% | -61.1% |
| 3Y | -7.7% | +51.2% | -59.0% | -28.5% |
| 5Y | -83.9% | +53.4% | -137.3% | -87.8% |
| 10Y | +84.9% | -3.2% | +88.1% | +45.8% |
| All | -19.1% | -10.2% | -9.0% | -34.0% |
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