-10.1%
BA vs ROST
+95.7%
-105.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +1.1% | +1.2% | -0.2% | +0.7% |
| 30D | -7.9% | +2.5% | -10.4% | -8.6% |
| 3M | -25.3% | -9.0% | -16.4% | -23.2% |
| 6M | -24.6% | +1.3% | -25.9% | -25.2% |
| YTD | -20.1% | +29.1% | -49.2% | -27.1% |
| 1Y | -11.8% | +45.4% | -57.2% | -22.9% |
| 3Y | -10.1% | +94.9% | -105.0% | -27.8% |
| All | -10.1% | +95.7% | -105.8% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling