-53.8%
TEAM vs ROL
-2.9%
-50.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -5.9% |
| 7D | -5.7% | -3.4% | -2.2% | -4.3% |
| 30D | +18.3% | -6.9% | +25.3% | +21.7% |
| 3M | +80.2% | -24.6% | +104.8% | +101.0% |
| 6M | +111.0% | -39.5% | +150.5% | +154.4% |
| YTD | +8.8% | -41.1% | +49.9% | +31.5% |
| 1Y | +2.2% | -37.9% | +40.1% | +20.2% |
| 3Y | -14.6% | +0.8% | -15.4% | -26.1% |
| 5Y | -53.8% | -4.7% | -49.1% | -62.2% |
| All | -53.8% | -2.9% | -50.9% | -62.2% |
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