+12.8%
TEAM vs ROP
-21.5%
+34.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | +1.3% |
| 7D | -0.4% | -4.4% | +4.0% | +4.7% |
| 30D | +67.3% | +3.2% | +64.1% | +62.8% |
| 3M | +86.8% | +23.1% | +63.7% | +53.9% |
| 6M | +146.8% | +13.3% | +133.5% | +119.0% |
| YTD | +16.9% | -7.9% | +24.8% | +20.4% |
| 1Y | +12.8% | -22.1% | +34.8% | +29.0% |
| All | +12.8% | -21.5% | +34.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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