+23.3%
BA vs RKT
-7.0%
+30.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | -11.6% | +1.4% | -13.1% | -11.9% |
| 3M | -2.4% | +6.3% | -8.7% | -3.4% |
| 6M | -6.6% | -15.5% | +8.8% | -5.5% |
| YTD | -2.2% | -27.4% | +25.1% | +0.2% |
| 1Y | -8.0% | -26.6% | +18.6% | -6.2% |
| 3Y | -5.0% | +41.2% | -46.2% | -13.6% |
| 5Y | -2.7% | -6.4% | +3.7% | -12.1% |
| All | +23.3% | -7.0% | +30.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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