-5.2%
ROP vs BUD
+49.6%
-54.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | +28.8% | +6.7% | +22.1% | +27.7% |
| 3M | +21.1% | +5.7% | +15.3% | +20.1% |
| 6M | +52.5% | +5.8% | +46.7% | +51.0% |
| YTD | +8.9% | +34.4% | -25.5% | +3.8% |
| 1Y | +8.2% | +33.3% | -25.0% | +3.3% |
| 3Y | -5.2% | +48.8% | -54.0% | -14.0% |
| All | -5.2% | +49.6% | -54.8% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling