+607.6%
TEAM vs ROP
+173.3%
+434.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -22.2% | +0.2% | -22.4% | -22.1% |
| 30D | -28.1% | +30.3% | -58.5% | -41.9% |
| 3M | -2.2% | +17.8% | -19.9% | -14.0% |
| 6M | +62.2% | +38.9% | +23.3% | +27.3% |
| YTD | -8.4% | +7.6% | -16.0% | -13.6% |
| 1Y | -6.6% | +6.5% | -13.1% | -11.4% |
| 3Y | -15.7% | -6.3% | -9.4% | -11.6% |
| 5Y | -65.7% | +0.9% | -66.7% | -65.5% |
| 10Y | +441.0% | +180.7% | +260.2% | +200.0% |
| All | +607.6% | +173.3% | +434.3% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling