+18.0%
BAC vs ROP
+1.4%
+16.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.9% |
| 30D | -7.7% | +32.9% | -40.6% | -16.9% |
| 3M | -21.2% | +20.3% | -41.5% | -26.6% |
| 6M | -6.8% | +36.8% | -43.6% | -18.3% |
| YTD | -8.7% | +8.1% | -16.8% | -11.4% |
| 1Y | -5.3% | +8.3% | -13.5% | -8.2% |
| 3Y | +87.4% | -3.2% | +90.7% | +89.9% |
| All | +18.0% | +1.4% | +16.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling