+23.4%
BA vs ROST
+310.3%
-286.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.7% |
| 7D | -0.6% | +0.9% | -1.4% | -1.1% |
| 30D | -8.0% | +5.1% | -13.1% | -11.0% |
| 3M | -25.8% | -4.3% | -21.5% | -24.2% |
| 6M | -27.6% | +9.4% | -37.0% | -32.7% |
| YTD | -21.0% | +32.5% | -53.5% | -35.3% |
| 1Y | -12.3% | +46.9% | -59.1% | -33.1% |
| 3Y | -12.8% | +98.1% | -110.9% | -47.4% |
| 5Y | -22.4% | +116.9% | -139.3% | -58.0% |
| All | +23.4% | +310.3% | -286.9% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling