-36.0%
ROL vs BUD
+36.8%
-72.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.1% | -5.7% | +1.6% | -3.3% |
| 3M | -22.5% | +3.1% | -25.6% | -22.5% |
| 6M | -37.7% | +7.9% | -45.5% | -38.3% |
| YTD | -39.6% | +27.3% | -66.9% | -40.9% |
| 1Y | -36.0% | +37.8% | -73.8% | -37.7% |
| All | -36.0% | +36.8% | -72.8% | -37.7% |
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