+251.7%
BAC vs ROP
+189.6%
+62.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.9% |
| 7D | +2.0% | -1.6% | +3.6% | +2.9% |
| 30D | -6.9% | +29.5% | -36.5% | -20.3% |
| 3M | -19.6% | +17.5% | -37.1% | -27.5% |
| 6M | -0.5% | +38.1% | -38.5% | -19.8% |
| YTD | -6.6% | +7.0% | -13.6% | -12.5% |
| 1Y | -3.0% | +6.5% | -9.5% | -8.9% |
| 3Y | +97.3% | -5.5% | +102.8% | +96.2% |
| 5Y | +21.9% | -0.4% | +22.3% | +14.5% |
| 10Y | +251.7% | +183.6% | +68.1% | +39.6% |
| All | +251.7% | +189.6% | +62.0% | +39.6% |
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