+475.2%
TEAM vs ROL
+203.4%
+271.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -5.8% |
| 7D | -5.7% | -3.4% | -2.2% | -4.2% |
| 30D | +18.3% | -6.9% | +25.3% | +22.0% |
| 3M | +80.2% | -24.6% | +104.8% | +103.7% |
| 6M | +111.0% | -39.5% | +150.5% | +159.8% |
| YTD | +8.8% | -41.1% | +49.9% | +34.5% |
| 1Y | +2.2% | -37.9% | +40.1% | +22.9% |
| 3Y | -14.6% | +0.8% | -15.4% | -21.6% |
| 5Y | -53.8% | -4.7% | -49.1% | -57.4% |
| 10Y | +475.2% | +207.9% | +267.3% | +245.5% |
| All | +475.2% | +203.4% | +271.8% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling