-14.6%
TEAM vs ROK
+48.7%
-63.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.7% |
| 7D | -5.7% | +2.8% | -8.5% | -6.3% |
| 30D | +18.3% | -2.4% | +20.7% | +19.0% |
| 3M | +80.2% | -4.7% | +84.9% | +80.0% |
| 6M | +111.0% | +16.8% | +94.2% | +92.5% |
| YTD | +8.8% | +11.4% | -2.6% | +0.9% |
| 1Y | +2.2% | +26.2% | -24.0% | -10.8% |
| 3Y | -14.6% | +51.9% | -66.5% | -34.2% |
| All | -14.6% | +48.7% | -63.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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