+614.2%
TEAM vs ROK
+375.9%
+238.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.4% | +7.1% | -9.5% | -5.1% |
| 30D | -26.7% | -5.0% | -21.8% | -25.6% |
| 3M | -9.6% | -9.4% | -0.2% | -6.6% |
| 6M | +86.0% | -11.0% | +97.0% | +90.4% |
| YTD | -7.5% | +4.4% | -11.9% | -13.3% |
| 1Y | -1.4% | +7.4% | -8.8% | -8.9% |
| 3Y | -14.3% | +61.0% | -75.3% | -36.7% |
| 5Y | -66.3% | +30.4% | -96.7% | -73.4% |
| 10Y | +445.6% | +264.8% | +180.8% | +172.0% |
| All | +614.2% | +375.9% | +238.4% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling