+637.6%
TEAM vs ROP
+171.6%
+466.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.6% |
| 7D | -17.2% | -1.6% | -15.6% | -16.0% |
| 30D | -25.1% | +29.5% | -54.6% | -39.1% |
| 3M | +3.9% | +17.5% | -13.6% | -8.5% |
| 6M | +69.1% | +38.1% | +31.0% | +33.3% |
| YTD | -4.5% | +7.0% | -11.4% | -9.6% |
| 1Y | -1.9% | +6.5% | -8.4% | -6.8% |
| 3Y | -9.3% | -5.5% | -3.8% | -5.3% |
| 5Y | -65.2% | -0.4% | -64.8% | -64.7% |
| 10Y | +467.0% | +183.6% | +283.4% | +213.1% |
| All | +637.6% | +171.6% | +466.0% | +324.2% |
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