-3.5%
ROP vs BUD
+49.3%
-52.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.7% |
| 7D | +2.1% | +4.5% | -2.3% | +1.5% |
| 30D | +32.9% | +12.5% | +20.4% | +31.1% |
| 3M | +20.0% | 0.0% | +20.0% | +19.7% |
| 6M | +36.4% | +3.8% | +32.6% | +35.4% |
| YTD | +7.8% | +33.1% | -25.2% | +3.0% |
| 1Y | +8.0% | +35.5% | -27.5% | +2.7% |
| 3Y | -3.5% | +49.4% | -52.9% | -12.2% |
| All | -3.5% | +49.3% | -52.8% | -12.2% |
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 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