-14.7%
BA vs ROST
+102.3%
-117.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | -7.9% | +6.8% | -14.7% | -9.9% |
| 3M | -25.2% | -4.0% | -21.2% | -24.3% |
| 6M | -26.7% | +12.9% | -39.6% | -30.0% |
| YTD | -19.6% | +34.7% | -54.4% | -27.8% |
| 1Y | -10.6% | +49.5% | -60.1% | -22.6% |
| All | -14.7% | +102.3% | -117.0% | -33.2% |
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