+1,212.2%
BA vs ROP
+30,787.8%
-29,575.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -0.1% | +9.2% | -9.3% | -2.7% |
| 30D | -9.1% | +35.5% | -44.6% | -17.3% |
| 3M | -28.2% | +24.4% | -52.6% | -33.0% |
| 6M | -23.1% | +38.0% | -61.2% | -31.0% |
| YTD | -20.6% | +11.1% | -31.6% | -24.3% |
| 1Y | -12.7% | +10.9% | -23.6% | -16.8% |
| 3Y | -11.6% | -0.5% | -11.1% | -13.2% |
| 5Y | -23.1% | +4.5% | -27.7% | -25.9% |
| 10Y | +34.4% | +207.5% | -173.1% | -1.3% |
| All | +1,212.2% | +30,787.8% | -29,575.6% | +487.0% |
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