-53.8%
TEAM vs ROP
-14.2%
-39.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -3.7% |
| 7D | -5.7% | -5.4% | -0.3% | +0.6% |
| 30D | +18.3% | -1.6% | +20.0% | +21.2% |
| 3M | +80.2% | +18.8% | +61.4% | +50.2% |
| 6M | +111.0% | +8.2% | +102.8% | +96.9% |
| YTD | +8.8% | -10.5% | +19.3% | +24.1% |
| 1Y | +2.2% | -23.7% | +25.9% | +39.1% |
| 3Y | -14.6% | -17.9% | +3.3% | +4.8% |
| 5Y | -53.8% | -15.3% | -38.4% | -45.4% |
| All | -53.8% | -14.2% | -39.6% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling