+2.2%
TEAM vs ROL
-37.3%
+39.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -6.5% |
| 7D | -5.7% | -3.4% | -2.2% | -5.1% |
| 30D | +18.3% | -6.9% | +25.3% | +19.8% |
| 3M | +80.2% | -24.6% | +104.8% | +81.2% |
| 6M | +111.0% | -39.5% | +150.5% | +111.0% |
| YTD | +8.8% | -41.1% | +49.9% | +7.5% |
| 1Y | +2.2% | -37.9% | +40.1% | -1.1% |
| All | +2.2% | -37.3% | +39.4% | -1.1% |
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