+18.0%
BAC vs ROL
+13.1%
+4.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -1.2% | +9.5% | -10.7% | -2.9% |
| 30D | -7.7% | +22.9% | -30.6% | -11.5% |
| 3M | -21.2% | +3.5% | -24.7% | -21.8% |
| 6M | -6.8% | -29.4% | +22.5% | +0.4% |
| YTD | -8.7% | -36.1% | +27.3% | +0.4% |
| 1Y | -5.3% | -34.4% | +29.1% | +3.5% |
| 3Y | +87.4% | +4.0% | +83.4% | +78.7% |
| All | +18.0% | +13.1% | +4.9% | +11.0% |
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