+1,821.9%
BA vs ROL
+9,030.3%
-7,208.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.2% | -1.4% | +2.6% | +1.6% |
| 30D | -11.6% | -4.1% | -7.5% | -10.5% |
| 3M | -2.4% | -22.5% | +20.1% | +5.3% |
| 6M | -6.6% | -37.7% | +31.0% | +7.8% |
| YTD | -2.2% | -39.6% | +37.3% | +13.5% |
| 1Y | -8.0% | -36.0% | +28.0% | +4.4% |
| 3Y | -5.0% | -5.1% | +0.2% | -6.6% |
| 5Y | -2.7% | -3.4% | +0.7% | -6.8% |
| 10Y | +75.9% | +215.2% | -139.4% | +11.7% |
| All | +1,821.9% | +9,030.3% | -7,208.4% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling