+268.2%
ROK vs BUD
-4.5%
+272.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.1% |
| 7D | -8.5% | +0.5% | -9.0% | -8.8% |
| 30D | -6.4% | +7.4% | -13.8% | -9.3% |
| 3M | -8.8% | +4.3% | -13.2% | -10.9% |
| 6M | -10.5% | +5.3% | -15.8% | -13.2% |
| YTD | +5.4% | +33.2% | -27.8% | -7.0% |
| 1Y | +5.0% | +31.8% | -26.8% | -7.0% |
| 3Y | +64.3% | +47.8% | +16.5% | +36.0% |
| 5Y | +34.0% | +50.2% | -16.2% | +7.9% |
| 10Y | +268.2% | -4.8% | +273.0% | +227.0% |
| All | +268.2% | -4.5% | +272.6% | +227.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling