+146.8%
TEAM vs ROK
+8.6%
+138.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -1.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.1% |
| 30D | +67.3% | -3.3% | +70.6% | +64.4% |
| 3M | +86.8% | -5.9% | +92.6% | +82.2% |
| 6M | +146.8% | +13.9% | +133.0% | +155.4% |
| All | +146.8% | +8.6% | +138.3% | +155.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling