+31.8%
BA vs ROL
+216.1%
-184.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +1.1% | +9.5% | -8.4% | -1.8% |
| 30D | -7.9% | +22.9% | -30.9% | -13.7% |
| 3M | -25.3% | +3.5% | -28.9% | -26.4% |
| 6M | -24.6% | -29.4% | +4.8% | -16.5% |
| YTD | -20.1% | -36.1% | +15.9% | -9.1% |
| 1Y | -11.8% | -34.4% | +22.6% | -0.6% |
| 3Y | -10.1% | +4.0% | -14.1% | -15.8% |
| 5Y | -22.7% | +13.2% | -36.0% | -31.7% |
| All | +31.8% | +216.1% | -184.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling