+12.8%
TEAM vs DD
+41.5%
-28.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | -0.4% | -3.5% | +3.1% | -0.8% |
| 30D | +67.3% | -10.3% | +77.6% | +65.6% |
| 3M | +86.8% | -7.5% | +94.3% | +85.5% |
| 6M | +146.8% | -8.0% | +154.8% | +145.1% |
| YTD | +16.9% | +10.5% | +6.5% | +13.4% |
| 1Y | +12.8% | +38.3% | -25.5% | +5.1% |
| All | +12.8% | +41.5% | -28.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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