+22.6%
BAC vs ROL
+15.7%
+6.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.5% |
| 7D | +3.2% | +3.0% | +0.3% | +2.6% |
| 30D | -0.7% | +19.8% | -20.5% | -4.3% |
| 3M | -20.0% | +7.9% | -27.9% | -21.3% |
| 6M | +3.4% | -25.6% | +29.1% | +10.3% |
| YTD | -5.7% | -34.1% | +28.4% | +3.1% |
| 1Y | -1.4% | -31.4% | +29.9% | +6.7% |
| 3Y | +97.9% | +4.7% | +93.2% | +88.8% |
| All | +22.6% | +15.7% | +6.9% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling