+25.0%
ROK vs BUD
+38.4%
-13.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | 0.0% | +3.3% | -3.3% | -0.7% |
| 30D | -2.5% | +11.8% | -14.3% | -5.4% |
| 3M | 0.0% | -1.1% | +1.1% | +0.7% |
| 6M | +11.6% | +14.9% | -3.3% | +4.7% |
| YTD | +15.2% | +32.6% | -17.4% | +4.1% |
| 1Y | +25.0% | +37.2% | -12.2% | +11.0% |
| All | +25.0% | +38.4% | -13.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling