+136.4%
BAC vs ROST
+97.9%
+38.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | -0.7% | -10.0% | +9.3% | +2.0% |
| 3M | +16.9% | +1.2% | +15.7% | +16.3% |
| 6M | +29.6% | +8.9% | +20.6% | +26.0% |
| YTD | +15.3% | +28.1% | -12.8% | +7.0% |
| 1Y | +28.8% | +53.0% | -24.1% | +13.5% |
| 3Y | +136.4% | +97.9% | +38.5% | +79.9% |
| All | +136.4% | +97.9% | +38.5% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling