+237.7%
BAC vs ROST
+317.2%
-79.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +2.1% | +3.2% | -1.1% | +0.7% |
| 30D | -6.7% | +7.4% | -14.1% | -9.7% |
| 3M | -20.2% | -6.1% | -14.2% | -18.3% |
| 6M | -0.2% | +6.2% | -6.4% | -3.9% |
| YTD | -6.4% | +33.4% | -39.8% | -18.8% |
| 1Y | -3.1% | +48.8% | -51.9% | -20.2% |
| 3Y | +96.7% | +99.5% | -2.8% | +38.0% |
| 5Y | +21.3% | +112.7% | -91.4% | -20.5% |
| 10Y | +237.7% | +316.4% | -78.7% | +77.0% |
| All | +237.7% | +317.2% | -79.5% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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