+1,376.8%
BAC vs ROST
+70,186.3%
-68,809.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +16.9% | -0.8% | +17.7% | +16.8% |
| 6M | +26.6% | +8.5% | +18.1% | +23.3% |
| YTD | +15.8% | +28.6% | -12.8% | +7.4% |
| 1Y | +27.2% | +52.3% | -25.2% | +12.4% |
| 3Y | +132.4% | +94.8% | +37.6% | +89.9% |
| 5Y | +72.6% | +110.8% | -38.2% | +35.2% |
| 10Y | +389.7% | +304.5% | +85.2% | +221.3% |
| All | +1,376.8% | +70,186.3% | -68,809.5% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling