+26.6%
BA vs ROP
+185.1%
-158.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -8.9% | +30.3% | -39.2% | -22.9% |
| 3M | -25.5% | +17.8% | -43.3% | -33.2% |
| 6M | -27.0% | +38.9% | -65.9% | -41.9% |
| YTD | -20.1% | +7.6% | -27.8% | -25.7% |
| 1Y | -11.0% | +6.5% | -17.5% | -16.7% |
| 3Y | -11.8% | -6.3% | -5.6% | -11.9% |
| 5Y | -20.6% | +0.9% | -21.6% | -26.5% |
| 10Y | +26.6% | +180.7% | -154.1% | -37.8% |
| All | +26.6% | +185.1% | -158.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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