+28.6%
ROK vs BUD
+36.8%
-8.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -3.3% | -5.7% | +2.4% | -1.7% |
| 3M | -5.9% | +3.1% | -9.0% | -7.6% |
| 6M | +13.9% | +7.9% | +6.0% | +8.3% |
| YTD | +12.6% | +27.3% | -14.8% | +5.6% |
| 1Y | +28.6% | +37.8% | -9.2% | +20.9% |
| All | +28.6% | +36.8% | -8.2% | +20.9% |
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