+139.4%
BAC vs ROL
+7.0%
+132.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | -0.4% | -4.1% | +3.7% | +0.2% |
| 3M | +16.9% | -22.5% | +39.4% | +21.6% |
| 6M | +26.6% | -37.7% | +64.3% | +37.1% |
| YTD | +15.8% | -39.6% | +55.4% | +25.9% |
| 1Y | +27.2% | -36.0% | +63.2% | +36.5% |
| All | +139.4% | +7.0% | +132.4% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling