-10.5%
ROK vs BUD
+4.7%
-15.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +1.7% |
| 7D | -8.5% | +0.5% | -9.0% | -8.3% |
| 30D | -6.4% | +7.4% | -13.8% | -5.5% |
| 3M | -8.8% | +4.3% | -13.2% | -8.1% |
| 6M | -10.5% | +5.3% | -15.8% | -10.4% |
| All | -10.5% | +4.7% | -15.2% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling