+1,462.0%
BA vs ROL
+9,768.6%
-8,306.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -0.1% | +11.7% | -11.8% | -3.6% |
| 30D | -9.1% | +27.7% | -36.8% | -16.0% |
| 3M | -28.2% | +3.7% | -31.9% | -29.3% |
| 6M | -23.1% | -27.8% | +4.7% | -15.7% |
| YTD | -20.6% | -34.7% | +14.1% | -10.3% |
| 1Y | -12.7% | -34.1% | +21.4% | -1.8% |
| 3Y | -11.6% | +5.9% | -17.5% | -16.1% |
| 5Y | -23.1% | +15.6% | -38.8% | -30.5% |
| 10Y | +34.4% | +226.5% | -192.1% | -15.9% |
| All | +1,462.0% | +9,768.6% | -8,306.7% | +227.1% |
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