+71.4%
BAC vs ROST
+111.8%
-40.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | -0.4% | -8.9% | +8.5% | +2.6% |
| 3M | +16.9% | -0.8% | +17.7% | +16.8% |
| 6M | +26.6% | +8.5% | +18.1% | +22.4% |
| YTD | +15.8% | +28.6% | -12.8% | +5.4% |
| 1Y | +27.2% | +52.3% | -25.2% | +9.0% |
| 3Y | +132.4% | +94.8% | +37.6% | +78.6% |
| All | +71.4% | +111.8% | -40.3% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling