+25.9%
ROK vs BUD
+33.8%
-7.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +0.2% | -1.3% | +1.5% | +0.6% |
| 30D | -1.8% | -6.1% | +4.4% | 0.0% |
| 3M | -7.2% | -3.8% | -3.4% | -6.7% |
| 6M | +14.2% | +8.2% | +6.0% | +9.2% |
| YTD | +10.6% | +23.6% | -13.0% | +4.0% |
| 1Y | +25.9% | +33.4% | -7.5% | +17.8% |
| All | +25.9% | +33.8% | -7.9% | +17.8% |
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