+1,051.4%
ROP vs BUD
+214.6%
+836.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.4% |
| 7D | +2.1% | +4.5% | -2.3% | +0.7% |
| 30D | +32.9% | +12.5% | +20.4% | +27.8% |
| 3M | +20.3% | 0.0% | +20.3% | +20.3% |
| 6M | +36.8% | +3.8% | +33.0% | +34.6% |
| YTD | +8.1% | +33.1% | -24.9% | -3.1% |
| 1Y | +8.3% | +35.5% | -27.2% | -3.7% |
| 3Y | -3.2% | +49.4% | -52.6% | -18.4% |
| 5Y | +1.7% | +48.0% | -46.3% | -15.9% |
| 10Y | +199.2% | -8.6% | +207.8% | +180.0% |
| All | +1,051.4% | +214.6% | +836.8% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling