+607.6%
TEAM vs ROL
+271.0%
+336.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -22.2% | +3.4% | -25.6% | -23.2% |
| 30D | -28.1% | +20.8% | -48.9% | -33.9% |
| 3M | -2.2% | +3.7% | -5.9% | -4.1% |
| 6M | +62.2% | -27.7% | +89.9% | +84.8% |
| YTD | -8.4% | -34.9% | +26.6% | +8.1% |
| 1Y | -6.6% | -33.3% | +26.7% | +8.8% |
| 3Y | -15.7% | +4.3% | -20.0% | -23.2% |
| 5Y | -65.7% | +15.0% | -80.7% | -70.8% |
| 10Y | +441.0% | +214.7% | +226.3% | +191.4% |
| All | +607.6% | +271.0% | +336.6% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling