+391.8%
BAC vs ROP
+134.1%
+257.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.2% |
| 7D | +1.2% | -5.4% | +6.6% | +4.4% |
| 30D | -0.7% | -1.6% | +0.9% | -0.1% |
| 3M | +16.9% | +18.8% | -1.9% | +3.8% |
| 6M | +29.6% | +8.2% | +21.4% | +21.3% |
| YTD | +15.3% | -10.5% | +25.7% | +20.6% |
| 1Y | +28.8% | -23.7% | +52.6% | +49.0% |
| 3Y | +136.4% | -17.9% | +154.3% | +155.9% |
| 5Y | +72.9% | -15.3% | +88.3% | +79.2% |
| 10Y | +391.8% | +133.4% | +258.4% | +137.9% |
| All | +391.8% | +134.1% | +257.6% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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