+15.1%
TEAM vs ROL
-34.1%
+49.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | -13.7% | +14.6% | -28.3% | -15.1% |
| 30D | -3.4% | +29.3% | -32.7% | -6.6% |
| 3M | +72.1% | +2.0% | +70.1% | +71.2% |
| 6M | +103.8% | -28.5% | +132.4% | +87.6% |
| YTD | +17.1% | -35.3% | +52.4% | +5.5% |
| 1Y | +15.1% | -34.7% | +49.8% | +2.0% |
| All | +15.1% | -34.1% | +49.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling