+133.4%
ROP vs BUD
-23.5%
+156.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -5.4% | +0.8% | -6.2% | -5.6% |
| 30D | -1.6% | -4.8% | +3.2% | -0.4% |
| 3M | +18.8% | +1.4% | +17.5% | +18.3% |
| 6M | +8.2% | +9.9% | -1.7% | +5.1% |
| YTD | -10.5% | +26.3% | -36.8% | -16.5% |
| 1Y | -23.7% | +36.1% | -59.9% | -30.4% |
| 3Y | -17.9% | +48.6% | -66.4% | -27.9% |
| 5Y | -15.3% | +45.0% | -60.3% | -26.6% |
| 10Y | +133.4% | -23.1% | +156.5% | +122.8% |
| All | +133.4% | -23.5% | +156.9% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling