-15.3%
ROP vs BUD
+45.2%
-60.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -5.4% | +0.8% | -6.2% | -5.5% |
| 30D | -1.6% | -4.8% | +3.2% | -0.8% |
| 3M | +18.8% | +1.4% | +17.5% | +18.4% |
| 6M | +8.2% | +9.9% | -1.7% | +5.9% |
| YTD | -10.5% | +26.3% | -36.8% | -15.3% |
| 1Y | -23.7% | +36.1% | -59.9% | -29.2% |
| 3Y | -17.9% | +48.6% | -66.4% | -26.3% |
| 5Y | -15.3% | +45.0% | -60.3% | -27.1% |
| All | -15.3% | +45.2% | -60.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling