+263.4%
ROK vs BUD
-2.1%
+265.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | +7.1% | +1.0% | +6.1% | +6.7% |
| 30D | -5.0% | +6.7% | -11.6% | -7.7% |
| 3M | -9.4% | +5.7% | -15.1% | -11.8% |
| 6M | -11.0% | +5.8% | -16.8% | -13.9% |
| YTD | +4.4% | +34.4% | -30.0% | -8.2% |
| 1Y | +7.4% | +33.3% | -25.9% | -5.3% |
| 3Y | +61.0% | +48.8% | +12.2% | +32.8% |
| 5Y | +30.4% | +52.5% | -22.2% | +4.3% |
| All | +263.4% | -2.1% | +265.5% | +226.4% |
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