+391.8%
BAC vs ROL
+203.4%
+188.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.3% |
| 7D | +1.2% | -3.4% | +4.6% | +2.3% |
| 30D | -0.7% | -6.9% | +6.2% | +1.5% |
| 3M | +16.9% | -24.6% | +41.5% | +27.3% |
| 6M | +29.6% | -39.5% | +69.1% | +51.5% |
| YTD | +15.3% | -41.1% | +56.4% | +35.4% |
| 1Y | +28.8% | -37.9% | +66.8% | +48.3% |
| 3Y | +136.4% | +0.8% | +135.6% | +124.7% |
| 5Y | +72.9% | -4.7% | +77.6% | +63.9% |
| 10Y | +391.8% | +207.9% | +183.9% | +164.7% |
| All | +391.8% | +203.4% | +188.4% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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