-10.6%
BA vs ROST
+54.7%
-65.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +0.5% |
| 7D | +5.9% | +7.8% | -1.9% | +3.8% |
| 30D | -8.2% | +8.6% | -16.7% | -10.0% |
| 3M | -25.4% | -1.9% | -23.4% | -25.2% |
| 6M | -20.0% | +9.1% | -29.2% | -21.6% |
| YTD | -18.5% | +37.2% | -55.7% | -23.0% |
| 1Y | -10.6% | +52.7% | -63.4% | -16.1% |
| All | -10.6% | +54.7% | -65.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling