+97.9%
BAC vs ROL
+5.9%
+92.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.7% |
| 7D | +3.2% | +3.0% | +0.3% | +2.9% |
| 30D | -0.7% | +19.8% | -20.5% | -2.8% |
| 3M | -20.0% | +7.9% | -27.9% | -20.6% |
| 6M | +3.4% | -25.6% | +29.1% | +8.4% |
| YTD | -5.7% | -34.1% | +28.4% | +0.6% |
| 1Y | -1.4% | -31.4% | +29.9% | +4.4% |
| 3Y | +97.9% | +4.7% | +93.2% | +88.2% |
| All | +97.9% | +5.9% | +92.0% | +88.2% |
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