+1,289.9%
ROL vs BUD
+214.6%
+1,075.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | +9.5% | +4.5% | +5.0% | +8.1% |
| 30D | +22.9% | +12.5% | +10.4% | +18.9% |
| 3M | +3.5% | 0.0% | +3.6% | +3.4% |
| 6M | -29.4% | +3.8% | -33.2% | -30.3% |
| YTD | -36.1% | +33.1% | -69.1% | -41.4% |
| 1Y | -34.4% | +35.5% | -69.9% | -40.2% |
| 3Y | +4.0% | +49.4% | -45.4% | -9.2% |
| 5Y | +13.2% | +48.0% | -34.8% | -2.7% |
| 10Y | +219.7% | -8.6% | +228.2% | +210.2% |
| All | +1,289.9% | +214.6% | +1,075.3% | +583.2% |
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