+467.0%
TEAM vs ROL
+222.1%
+244.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.1% |
| 7D | -17.2% | +7.5% | -24.7% | -19.6% |
| 30D | -25.1% | +21.1% | -46.2% | -31.2% |
| 3M | +3.9% | +3.1% | +0.8% | +2.1% |
| 6M | +69.1% | -27.4% | +96.5% | +92.6% |
| YTD | -4.5% | -34.7% | +30.3% | +12.7% |
| 1Y | -1.9% | -32.9% | +31.1% | +14.2% |
| 3Y | -9.3% | +6.1% | -15.5% | -18.5% |
| 5Y | -65.2% | +16.3% | -81.5% | -70.7% |
| 10Y | +467.0% | +214.9% | +252.1% | +205.5% |
| All | +467.0% | +222.1% | +244.9% | +205.5% |
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