+1,213.3%
ROL vs BUD
+201.1%
+1,012.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | -22.5% | +3.1% | -25.6% | -23.2% |
| 6M | -37.7% | +7.9% | -45.5% | -39.2% |
| YTD | -39.6% | +27.3% | -66.9% | -43.9% |
| 1Y | -36.0% | +37.8% | -73.8% | -42.0% |
| 3Y | -5.1% | +49.8% | -55.0% | -17.3% |
| 5Y | -3.4% | +43.8% | -47.2% | -16.6% |
| 10Y | +215.2% | -22.6% | +237.9% | +226.7% |
| All | +1,213.3% | +201.1% | +1,012.3% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling