+97.9%
BAC vs ROP
-5.1%
+103.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | -0.7% | +28.8% | -29.5% | -7.2% |
| 3M | -20.0% | +21.1% | -41.0% | -24.1% |
| 6M | +3.4% | +52.5% | -49.1% | -10.0% |
| YTD | -5.7% | +8.9% | -14.6% | -6.7% |
| 1Y | -1.4% | +8.2% | -9.7% | -2.2% |
| 3Y | +97.9% | -5.2% | +103.1% | +105.0% |
| All | +97.9% | -5.1% | +103.0% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling