+1,514.6%
BA vs ROP
+25,523.2%
-24,008.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.9% |
| 7D | +1.2% | -4.4% | +5.6% | +2.5% |
| 30D | -11.6% | +3.2% | -14.9% | -12.6% |
| 3M | -2.4% | +23.1% | -25.4% | -8.8% |
| 6M | -6.6% | +13.3% | -19.9% | -10.9% |
| YTD | -2.2% | -7.9% | +5.6% | -1.1% |
| 1Y | -8.0% | -22.1% | +14.0% | -2.2% |
| 3Y | -5.0% | -16.8% | +11.8% | -1.4% |
| 5Y | -2.7% | -13.5% | +10.8% | -0.5% |
| 10Y | +75.9% | +137.7% | -61.8% | +39.4% |
| All | +1,514.6% | +25,523.2% | -24,008.6% | +666.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling