+183.6%
ROP vs BUD
-8.7%
+192.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.4% |
| 7D | -1.6% | +1.3% | -3.0% | -2.0% |
| 30D | +29.5% | +10.0% | +19.5% | +26.5% |
| 3M | +17.5% | +1.6% | +16.0% | +17.0% |
| 6M | +38.1% | +6.5% | +31.6% | +35.6% |
| YTD | +7.0% | +34.8% | -27.9% | -1.9% |
| 1Y | +6.5% | +36.5% | -29.9% | -2.7% |
| 3Y | -5.5% | +49.0% | -54.4% | -16.9% |
| 5Y | -0.4% | +51.7% | -52.1% | -14.4% |
| 10Y | +183.6% | -7.5% | +191.1% | +151.7% |
| All | +183.6% | -8.7% | +192.3% | +151.7% |
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 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