+23.4%
BA vs ROP
+183.9%
-160.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | -2.7% | +2.1% | +1.0% |
| 30D | -8.0% | +29.7% | -37.7% | -21.9% |
| 3M | -25.8% | +21.2% | -47.0% | -34.6% |
| 6M | -27.6% | +48.3% | -75.8% | -44.8% |
| YTD | -21.0% | +8.4% | -29.4% | -26.8% |
| 1Y | -12.3% | +6.0% | -18.2% | -17.5% |
| 3Y | -12.8% | -5.6% | -7.2% | -13.2% |
| 5Y | -22.4% | +1.3% | -23.6% | -28.1% |
| All | +23.4% | +183.9% | -160.6% | -39.6% |
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