+1,821.9%
BA vs ROST
+70,186.3%
-68,364.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | +0.9% | +0.2% | +0.9% |
| 30D | -11.6% | -8.9% | -2.7% | -9.6% |
| 3M | -2.4% | -0.8% | -1.6% | -2.3% |
| 6M | -6.6% | +8.5% | -15.1% | -8.8% |
| YTD | -2.2% | +28.6% | -30.8% | -8.6% |
| 1Y | -8.0% | +52.3% | -60.4% | -17.6% |
| 3Y | -5.0% | +94.8% | -99.8% | -20.6% |
| 5Y | -2.7% | +110.8% | -113.5% | -20.9% |
| 10Y | +75.9% | +304.5% | -228.7% | +28.6% |
| All | +1,821.9% | +70,186.3% | -68,364.4% | +582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling