+23.3%
BA vs ROL
+221.5%
-198.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | -1.1% | +3.0% | -4.1% | -2.0% |
| 30D | -7.1% | +19.8% | -26.9% | -12.3% |
| 3M | -25.5% | +7.9% | -33.4% | -27.5% |
| 6M | -28.7% | -25.6% | -3.1% | -22.4% |
| YTD | -21.0% | -34.1% | +13.1% | -10.9% |
| 1Y | -11.9% | -31.4% | +19.5% | -2.1% |
| 3Y | -16.2% | +4.7% | -20.8% | -21.5% |
| 5Y | -22.4% | +15.6% | -38.0% | -31.8% |
| All | +23.3% | +221.5% | -198.2% | -40.1% |
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