+26.1%
ROK vs BUD
+51.0%
-24.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.2% | +3.2% |
| 7D | -11.5% | +1.3% | -12.9% | -12.0% |
| 30D | -10.0% | +10.0% | -20.0% | -13.0% |
| 3M | -11.4% | +1.6% | -13.0% | -12.3% |
| 6M | -13.7% | +6.5% | -20.2% | -16.2% |
| YTD | +1.0% | +34.8% | -33.8% | -9.6% |
| 1Y | +5.6% | +36.5% | -30.8% | -5.9% |
| 3Y | +59.1% | +49.0% | +10.1% | +34.4% |
| 5Y | +26.1% | +51.7% | -25.6% | +2.3% |
| All | +26.1% | +51.0% | -24.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling