+802.8%
TEAM vs ROL
+244.5%
+558.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | +67.3% | -4.1% | +71.4% | +70.5% |
| 3M | +86.8% | -22.5% | +109.3% | +108.4% |
| 6M | +146.8% | -37.7% | +184.5% | +199.7% |
| YTD | +16.9% | -39.6% | +56.5% | +42.9% |
| 1Y | +12.8% | -36.0% | +48.8% | +33.8% |
| 3Y | -7.3% | -5.1% | -2.1% | -12.0% |
| 5Y | -50.7% | -3.4% | -47.3% | -54.7% |
| 10Y | +529.8% | +215.2% | +314.6% | +241.2% |
| All | +802.8% | +244.5% | +558.3% | +407.2% |
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 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