-65.3%
TEAM vs ROL
+13.1%
-78.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.1% | -14.1% | -15.4% |
| 7D | -19.8% | +9.5% | -29.3% | -22.5% |
| 30D | -21.5% | +22.9% | -44.4% | -27.6% |
| 3M | +39.5% | +3.5% | +36.0% | +37.6% |
| 6M | +73.1% | -29.4% | +102.5% | +96.2% |
| YTD | -5.2% | -36.1% | +30.8% | +10.6% |
| 1Y | -1.6% | -34.4% | +32.8% | +13.3% |
| 3Y | -11.4% | +4.0% | -15.5% | -24.1% |
| All | -65.3% | +13.1% | -78.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling