+31.8%
BA vs ROP
+195.2%
-163.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +2.3% |
| 7D | +1.1% | +2.1% | -1.1% | -0.3% |
| 30D | -7.9% | +32.9% | -40.8% | -23.0% |
| 3M | -25.3% | +20.0% | -45.3% | -33.8% |
| 6M | -24.6% | +36.4% | -61.0% | -39.4% |
| YTD | -20.1% | +7.8% | -28.0% | -25.8% |
| 1Y | -11.8% | +8.0% | -19.7% | -18.2% |
| 3Y | -10.1% | -3.5% | -6.6% | -12.2% |
| 5Y | -22.7% | +1.5% | -24.2% | -28.7% |
| All | +31.8% | +195.2% | -163.5% | -38.4% |
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